-50.3%
NCLH vs BURL
+1,051.1%
-1,101.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.5% |
| 7D | -6.5% | -2.8% | -3.7% | -5.2% |
| 30D | -23.3% | -28.2% | +4.9% | -9.8% |
| 3M | -18.6% | -17.6% | -1.0% | -10.9% |
| 6M | -26.2% | -11.8% | -14.5% | -22.2% |
| YTD | -30.2% | -8.1% | -22.1% | -28.1% |
| 1Y | -39.2% | -12.0% | -27.2% | -37.0% |
| 3Y | -5.1% | +63.3% | -68.4% | -31.5% |
| 5Y | -36.8% | -10.8% | -25.9% | -41.0% |
| 10Y | -56.3% | +215.9% | -272.2% | -73.5% |
| All | -50.3% | +1,051.1% | -1,101.4% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling