-100.0%
SQQQ vs NCLH
-42.0%
-58.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.1% | +2.3% |
| 7D | +4.1% | -6.5% | +10.6% | +0.7% |
| 30D | +4.6% | -22.1% | +26.7% | -7.0% |
| 3M | -10.4% | -18.7% | +8.3% | -17.7% |
| 6M | -42.1% | -28.4% | -13.7% | -48.1% |
| YTD | -40.3% | -34.7% | -5.6% | -47.8% |
| 1Y | -50.2% | -42.7% | -7.5% | -58.5% |
| 3Y | -89.4% | -10.6% | -78.8% | -86.1% |
| 5Y | -94.7% | -40.7% | -53.9% | -91.4% |
| 10Y | -100.0% | -57.8% | -42.2% | -99.9% |
| All | -100.0% | -42.0% | -58.0% | -100.0% |
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