-1.0%
NCLH vs BROS
-18.6%
+17.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.8% | +6.4% |
| 7D | +15.8% | +2.5% | +13.3% | +14.8% |
| 30D | +25.1% | +15.1% | +10.0% | +18.1% |
| 3M | -7.3% | -31.4% | +24.1% | +6.8% |
| 6M | +8.1% | -22.6% | +30.7% | +16.2% |
| YTD | -16.7% | -28.1% | +11.5% | -9.5% |
| 1Y | -1.0% | -20.3% | +19.3% | +2.1% |
| All | -1.0% | -18.6% | +17.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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