+139.4%
QLD vs NCLH
+28.8%
+110.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | -10.3% | +2.0% | -12.3% | -10.8% |
| 30D | -26.1% | +19.1% | -45.1% | -30.7% |
| 3M | -17.8% | -7.5% | -10.3% | -15.9% |
| 6M | -15.6% | +1.0% | -16.5% | -17.5% |
| YTD | +5.4% | -19.7% | +25.1% | +9.5% |
| 1Y | +5.2% | -1.8% | +7.0% | +0.3% |
| 3Y | +139.4% | +36.7% | +102.8% | +110.7% |
| All | +139.4% | +28.8% | +110.6% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling