+8.4%
QLD vs NCLH
-6.1%
+14.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +6.1% |
| 7D | -1.4% | +2.7% | -4.2% | -1.9% |
| 30D | -19.6% | +18.4% | -37.9% | -22.9% |
| 3M | -14.1% | -4.3% | -9.9% | -13.3% |
| 6M | -13.6% | +7.9% | -21.5% | -16.6% |
| YTD | +12.5% | -17.4% | +30.0% | +13.6% |
| All | +8.4% | -6.1% | +14.5% | +7.2% |
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