+36.7%
NCLH vs BURL
+86.7%
-50.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.6% |
| 7D | +2.0% | +4.1% | -2.1% | +0.3% |
| 30D | +19.1% | -9.5% | +28.5% | +24.3% |
| 3M | -7.5% | -33.5% | +26.0% | +9.9% |
| 6M | +1.0% | -22.1% | +23.0% | +11.1% |
| YTD | -19.7% | -14.6% | -5.1% | -14.8% |
| 1Y | -1.8% | -8.4% | +6.6% | +0.3% |
| 3Y | +36.7% | +86.6% | -49.9% | +27.7% |
| All | +36.7% | +86.7% | -50.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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