+41.9%
QLD vs NCLH
-39.5%
+81.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +3.0% | -0.3% | +3.2% | +3.0% |
| 30D | -1.8% | -20.1% | +18.2% | +3.8% |
| 3M | -1.8% | -17.0% | +15.2% | +1.9% |
| 6M | +36.9% | -23.2% | +60.1% | +43.5% |
| YTD | +28.7% | -31.0% | +59.7% | +36.6% |
| 1Y | +41.9% | -37.3% | +79.1% | +53.2% |
| All | +41.9% | -39.5% | +81.4% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling