+16.4%
FSLR vs NCLH
-6.4%
+22.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | +6.8% | -0.3% | +7.1% | +6.9% |
| 30D | -14.7% | -20.1% | +5.3% | -10.6% |
| 3M | -22.6% | -17.0% | -5.5% | -19.9% |
| 6M | +12.7% | -23.2% | +35.9% | +17.6% |
| YTD | -18.4% | -31.0% | +12.7% | -14.3% |
| 1Y | +4.9% | -37.3% | +42.2% | +12.2% |
| 3Y | +16.4% | -5.6% | +22.0% | +0.7% |
| All | +16.4% | -6.4% | +22.8% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling