+2.8%
FSLR vs NCLH
-42.7%
+45.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +2.2% | -4.8% | +7.1% | +2.9% |
| 30D | -7.8% | -21.7% | +13.8% | -4.8% |
| 3M | -22.9% | -22.2% | -0.7% | -20.8% |
| 6M | +4.4% | -27.5% | +31.9% | +5.7% |
| YTD | -20.0% | -33.6% | +13.6% | -18.8% |
| 1Y | +2.8% | -45.0% | +47.8% | +7.3% |
| All | +2.8% | -42.7% | +45.5% | +7.3% |
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