+95.7%
QQQ vs NCLH
-40.4%
+136.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -0.6% | -4.8% | +4.2% | +0.4% |
| 30D | -1.2% | -21.7% | +20.5% | +3.8% |
| 3M | -0.2% | -22.2% | +22.0% | +4.5% |
| 6M | +17.9% | -27.5% | +45.4% | +24.5% |
| YTD | +16.6% | -33.6% | +50.2% | +24.2% |
| 1Y | +23.0% | -45.0% | +68.0% | +35.7% |
| 3Y | +92.9% | -11.0% | +104.0% | +81.5% |
| All | +95.7% | -40.4% | +136.1% | +85.0% |
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 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