+67.2%
QLD vs NCLH
-38.6%
+105.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | -10.3% | +2.0% | -12.3% | -10.9% |
| 30D | -26.1% | +19.1% | -45.1% | -31.6% |
| 3M | -17.8% | -7.5% | -10.3% | -15.8% |
| 6M | -15.6% | +1.0% | -16.5% | -17.9% |
| YTD | +5.4% | -19.7% | +25.1% | +10.0% |
| 1Y | +5.2% | -1.8% | +7.0% | -0.4% |
| 3Y | +139.4% | +36.7% | +102.8% | +78.0% |
| All | +67.2% | -38.6% | +105.7% | +58.9% |
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