-7.6%
NCLH vs UPRO
+223.1%
-230.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.1% |
| 7D | -0.3% | +1.5% | -1.7% | -1.2% |
| 30D | -20.1% | -3.7% | -16.3% | -18.2% |
| 3M | -17.0% | +8.0% | -25.0% | -21.4% |
| 6M | -23.2% | +38.7% | -61.9% | -37.7% |
| YTD | -31.0% | +29.5% | -60.6% | -41.7% |
| 1Y | -37.3% | +46.1% | -83.3% | -50.9% |
| All | -7.6% | +223.1% | -230.8% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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