+1,418.0%
QLD vs NCLH
-49.9%
+1,467.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +5.9% |
| 7D | -1.4% | +2.7% | -4.2% | -2.1% |
| 30D | -19.6% | +18.4% | -37.9% | -24.0% |
| 3M | -14.1% | -4.3% | -9.9% | -13.5% |
| 6M | -13.6% | +7.9% | -21.5% | -17.0% |
| YTD | +12.5% | -17.4% | +30.0% | +15.8% |
| 1Y | +13.1% | -3.4% | +16.5% | +10.1% |
| 3Y | +154.7% | +44.4% | +110.3% | +109.6% |
| 5Y | +81.1% | -33.7% | +114.8% | +76.0% |
| 10Y | +1,418.0% | -48.1% | +1,466.1% | +1,743.9% |
| All | +1,418.0% | -49.9% | +1,467.9% | +1,743.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling