-26.0%
FSLR vs NCLH
-8.8%
-17.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.1% | +3.6% |
| 7D | +10.3% | +15.8% | -5.5% | +7.8% |
| 30D | +10.4% | +25.1% | -14.7% | +6.6% |
| 3M | -20.2% | -7.3% | -12.8% | -19.9% |
| 6M | -8.0% | +8.1% | -16.1% | -10.4% |
| YTD | -25.5% | -16.7% | -8.9% | -27.6% |
| 1Y | -26.0% | -1.0% | -24.9% | -29.5% |
| All | -26.0% | -8.8% | -17.1% | -29.5% |
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