+558.6%
QQQ vs NCLH
-56.9%
+615.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -0.6% | -4.8% | +4.2% | +0.2% |
| 30D | -1.2% | -21.7% | +20.5% | +2.6% |
| 3M | -0.2% | -22.2% | +22.0% | +3.4% |
| 6M | +17.9% | -27.5% | +45.4% | +22.9% |
| YTD | +16.6% | -33.6% | +50.2% | +22.5% |
| 1Y | +23.0% | -45.0% | +68.0% | +32.4% |
| 3Y | +92.9% | -11.0% | +104.0% | +86.6% |
| 5Y | +95.6% | -39.7% | +135.3% | +90.7% |
| All | +558.6% | -56.9% | +615.5% | +582.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling