+469.8%
FSLR vs NCLH
-28.4%
+498.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -14.8% | +0.2% | -15.0% | -14.9% |
| 30D | -4.3% | +20.8% | -25.1% | -8.4% |
| 3M | -23.4% | -8.1% | -15.2% | -22.3% |
| 6M | -26.9% | +11.8% | -38.8% | -29.3% |
| YTD | -34.4% | -19.5% | -14.9% | -33.3% |
| 1Y | -33.2% | -3.2% | -30.0% | -34.8% |
| 3Y | +28.1% | +37.1% | -9.0% | +11.1% |
| 5Y | +54.5% | -29.9% | +84.4% | +44.7% |
| 10Y | +434.6% | -53.3% | +487.8% | +378.7% |
| All | +469.8% | -28.4% | +498.2% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling