+1,094.3%
QQQ vs NCLH
-40.8%
+1,135.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | +1.0% | -4.6% | +5.6% | +1.8% |
| 30D | -0.6% | -19.9% | +19.3% | +3.0% |
| 3M | +1.3% | -22.0% | +23.3% | +5.0% |
| 6M | +18.1% | -28.3% | +46.4% | +23.5% |
| YTD | +16.9% | -33.5% | +50.3% | +22.9% |
| 1Y | +24.0% | -41.5% | +65.5% | +32.5% |
| 3Y | +95.6% | -8.9% | +104.5% | +88.0% |
| 5Y | +94.5% | -40.5% | +135.0% | +90.0% |
| 10Y | +571.7% | -57.0% | +628.7% | +522.4% |
| All | +1,094.3% | -40.8% | +1,135.1% | +983.0% |
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