+15,285.9%
TSLA vs NCLH
-38.0%
+15,323.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | +1.5% | -6.5% | +8.0% | +3.4% |
| 30D | +10.1% | -23.3% | +33.4% | +18.6% |
| 3M | -15.4% | -18.6% | +3.2% | -10.8% |
| 6M | -12.8% | -26.2% | +13.5% | -6.1% |
| YTD | -21.3% | -30.2% | +9.0% | -15.2% |
| 1Y | +4.6% | -39.2% | +43.7% | +16.1% |
| 3Y | +44.5% | -5.1% | +49.6% | +36.4% |
| 5Y | +44.8% | -36.8% | +81.6% | +44.5% |
| 10Y | +2,585.4% | -56.3% | +2,641.7% | +2,251.9% |
| All | +15,285.9% | -38.0% | +15,323.8% | +12,860.8% |
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