-40.8%
NCLH vs BROS
+38.3%
-79.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.9% |
| 7D | -4.6% | -6.6% | +2.0% | -2.6% |
| 30D | -19.9% | -12.3% | -7.6% | -16.7% |
| 3M | -22.0% | -22.2% | +0.2% | -16.6% |
| 6M | -28.3% | -14.3% | -14.0% | -25.9% |
| YTD | -33.5% | -26.6% | -6.9% | -28.1% |
| 1Y | -41.5% | -31.5% | -10.0% | -35.8% |
| 3Y | -8.9% | +62.3% | -71.1% | -27.9% |
| All | -40.8% | +38.3% | -79.1% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling