+579.7%
FSLR vs NCLH
-38.0%
+617.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | -6.5% | +6.5% | +1.4% |
| 30D | -13.7% | -23.3% | +9.6% | -8.8% |
| 3M | -35.1% | -18.6% | -16.5% | -32.5% |
| 6M | +3.6% | -26.2% | +29.9% | +9.4% |
| YTD | -21.7% | -30.2% | +8.5% | -17.7% |
| 1Y | +1.3% | -39.2% | +40.4% | +9.1% |
| 3Y | +9.7% | -5.1% | +14.8% | +3.1% |
| 5Y | +117.4% | -36.8% | +154.1% | +108.4% |
| 10Y | +435.5% | -56.3% | +491.8% | +380.1% |
| All | +579.7% | -38.0% | +617.7% | +425.9% |
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