+453.5%
FSLR vs NCLH
-57.7%
+511.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.4% |
| 7D | -0.1% | -6.5% | +6.4% | +1.2% |
| 30D | -14.0% | -22.1% | +8.1% | -9.7% |
| 3M | -16.9% | -18.7% | +1.8% | -13.8% |
| 6M | +4.7% | -28.4% | +33.1% | +10.8% |
| YTD | -20.7% | -34.7% | +14.0% | -15.7% |
| 1Y | +1.7% | -42.7% | +44.4% | +10.3% |
| 3Y | +13.1% | -10.6% | +23.7% | +8.2% |
| 5Y | +108.4% | -40.7% | +149.1% | +103.2% |
| All | +453.5% | -57.7% | +511.2% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling