-39.2%
NCLH vs BROS
-35.3%
-3.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | -6.5% | -6.7% | +0.2% | -4.0% |
| 30D | -23.3% | -29.1% | +5.8% | -13.3% |
| 3M | -18.6% | -16.7% | -1.9% | -14.8% |
| 6M | -26.2% | -11.6% | -14.6% | -25.6% |
| YTD | -30.2% | -23.9% | -6.3% | -26.2% |
| 1Y | -39.2% | -34.8% | -4.4% | -30.3% |
| All | -39.2% | -35.3% | -3.9% | -30.3% |
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