-0.9%
TSLA vs NCLH
-42.7%
+41.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +3.2% | -4.8% | +8.0% | +4.1% |
| 30D | +11.6% | -21.7% | +33.3% | +16.3% |
| 3M | -8.4% | -22.2% | +13.8% | -4.7% |
| 6M | -10.4% | -27.5% | +17.1% | -6.9% |
| YTD | -18.7% | -33.6% | +14.9% | -15.3% |
| 1Y | -0.9% | -45.0% | +44.1% | -16.2% |
| All | -0.9% | -42.7% | +41.8% | -16.2% |
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 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