+1,351.8%
QLD vs NCLH
-52.5%
+1,404.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | -10.3% | +2.0% | -12.3% | -10.8% |
| 30D | -26.1% | +19.1% | -45.1% | -30.3% |
| 3M | -17.8% | -7.5% | -10.3% | -16.2% |
| 6M | -15.6% | +1.0% | -16.5% | -17.2% |
| YTD | +5.4% | -19.7% | +25.1% | +9.3% |
| 1Y | +5.2% | -1.8% | +7.0% | +1.8% |
| 3Y | +139.4% | +36.7% | +102.8% | +100.5% |
| 5Y | +66.7% | -38.0% | +104.7% | +65.0% |
| All | +1,351.8% | -52.5% | +1,404.3% | +1,647.4% |
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