-6.5%
NCLH vs BURL
+63.9%
-70.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.3% |
| 7D | -6.5% | -2.8% | -3.7% | -5.4% |
| 30D | -23.3% | -28.2% | +4.9% | -11.8% |
| 3M | -18.6% | -17.6% | -1.0% | -12.0% |
| 6M | -26.2% | -11.8% | -14.5% | -22.6% |
| YTD | -30.2% | -8.1% | -22.1% | -28.1% |
| 1Y | -39.2% | -12.0% | -27.2% | -36.8% |
| All | -6.5% | +63.9% | -70.5% | -11.5% |
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