-11.0%
NCLH vs BROS
+59.1%
-70.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | -4.8% | -5.8% | +0.9% | -3.0% |
| 30D | -21.7% | -14.0% | -7.7% | -18.0% |
| 3M | -22.2% | -32.5% | +10.2% | -13.1% |
| 6M | -27.5% | -14.9% | -12.6% | -25.0% |
| YTD | -33.6% | -28.3% | -5.3% | -28.0% |
| 1Y | -45.0% | -34.0% | -11.0% | -39.3% |
| 3Y | -11.0% | +63.0% | -74.0% | -24.1% |
| All | -11.0% | +59.1% | -70.1% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling