+4.5%
QQQM vs NCLH
-6.0%
+10.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -5.8% |
| 7D | -9.4% | -2.5% | -6.9% | -9.1% |
| 30D | -14.7% | +14.5% | -29.2% | -16.1% |
| 3M | -9.6% | -12.5% | +3.0% | -8.2% |
| 6M | -4.7% | +4.8% | -9.5% | -6.1% |
| YTD | +5.9% | -20.4% | +26.3% | +6.6% |
| 1Y | +4.5% | -4.6% | +9.1% | +3.8% |
| All | +4.5% | -6.0% | +10.5% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling