+105.4%
FSLR vs NCLH
-39.0%
+144.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.5% | -1.3% | -4.0% |
| 7D | +0.2% | -4.6% | +4.9% | +1.3% |
| 30D | -15.1% | -19.9% | +4.8% | -10.8% |
| 3M | -22.5% | -22.0% | -0.6% | -18.5% |
| 6M | +4.0% | -28.3% | +32.2% | +10.7% |
| YTD | -22.3% | -33.5% | +11.2% | -17.2% |
| 1Y | 0.0% | -41.5% | +41.5% | +9.2% |
| 3Y | +10.9% | -8.9% | +19.8% | +3.4% |
| 5Y | +105.4% | -40.5% | +145.8% | +103.2% |
| All | +105.4% | -39.0% | +144.4% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling