+4,502.1%
QLD vs NCLH
-25.0%
+4,527.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +4.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | -15.7% | +22.6% | -38.3% | -21.4% |
| 3M | -10.0% | +0.6% | -10.7% | -10.8% |
| 6M | -11.2% | +13.5% | -24.7% | -16.2% |
| YTD | +16.4% | -15.7% | +32.0% | +18.9% |
| 1Y | +12.7% | 0.0% | +12.7% | +8.3% |
| 3Y | +152.3% | +42.8% | +109.5% | +106.3% |
| 5Y | +91.8% | -28.4% | +120.2% | +83.1% |
| 10Y | +1,520.2% | -51.0% | +1,571.3% | +1,393.1% |
| All | +4,502.1% | -25.0% | +4,527.2% | +3,817.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling