-58.0%
NCLH vs BRO
+294.2%
-352.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -4.8% | -7.3% | +2.5% | +0.3% |
| 30D | -21.7% | -6.9% | -14.8% | -17.8% |
| 3M | -22.2% | +10.7% | -32.9% | -28.2% |
| 6M | -27.5% | -2.7% | -24.8% | -27.8% |
| YTD | -33.6% | -16.3% | -17.3% | -26.6% |
| 1Y | -45.0% | -29.1% | -15.9% | -31.3% |
| 3Y | -11.0% | -7.8% | -3.2% | -16.9% |
| 5Y | -39.7% | +18.7% | -58.5% | -57.2% |
| All | -58.0% | +294.2% | -352.2% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling