-43.3%
NCLH vs BURL
+987.9%
-1,031.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.0% |
| 7D | -2.5% | +3.5% | -6.0% | -4.1% |
| 30D | +14.5% | -9.3% | +23.8% | +20.4% |
| 3M | -12.5% | -32.1% | +19.6% | +5.6% |
| 6M | +4.8% | -19.8% | +24.6% | +15.4% |
| YTD | -20.4% | -13.2% | -7.2% | -15.8% |
| 1Y | -4.6% | -7.8% | +3.3% | -3.2% |
| 3Y | +28.6% | +89.3% | -60.7% | -14.1% |
| 5Y | -38.6% | -15.8% | -22.8% | -41.1% |
| 10Y | -52.0% | +262.2% | -314.2% | -71.4% |
| All | -43.3% | +987.9% | -1,031.3% | -71.3% |
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