+121.0%
QLD vs NCLH
-36.1%
+157.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | -6.5% | +7.1% | +3.4% |
| 30D | -0.1% | -23.3% | +23.2% | +11.3% |
| 3M | -8.4% | -18.6% | +10.2% | -1.4% |
| 6M | +32.2% | -26.2% | +58.4% | +46.8% |
| YTD | +28.9% | -30.2% | +59.1% | +43.6% |
| 1Y | +43.8% | -39.2% | +83.0% | +67.7% |
| 3Y | +176.6% | -5.1% | +181.7% | +143.4% |
| All | +121.0% | -36.1% | +157.1% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling