+74.1%
QBTS vs NCLH
-44.1%
+118.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.7% | +6.8% |
| 7D | +6.8% | -0.3% | +7.1% | +6.9% |
| 30D | -14.9% | -20.1% | +5.2% | -10.8% |
| 3M | -31.6% | -17.0% | -14.6% | -29.1% |
| 6M | -4.9% | -23.2% | +18.3% | 0.0% |
| YTD | -32.4% | -31.0% | -1.4% | -28.1% |
| 1Y | +14.6% | -37.3% | +51.9% | +24.1% |
| 3Y | +1,839.6% | -5.6% | +1,845.2% | +1,844.7% |
| 5Y | +81.2% | -37.0% | +118.2% | +83.0% |
| All | +74.1% | -44.1% | +118.2% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling