-40.7%
NCLH vs UPRO
+128.3%
-169.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.7% |
| 7D | -6.5% | -6.0% | -0.5% | -2.8% |
| 30D | -22.1% | -5.8% | -16.3% | -19.0% |
| 3M | -18.7% | +10.8% | -29.5% | -24.5% |
| 6M | -28.4% | +31.6% | -60.0% | -40.4% |
| YTD | -34.7% | +25.4% | -60.1% | -43.9% |
| 1Y | -42.7% | +39.2% | -81.9% | -54.3% |
| 3Y | -10.6% | +218.5% | -229.1% | -60.4% |
| 5Y | -40.7% | +137.1% | -177.8% | -70.2% |
| All | -40.7% | +128.3% | -169.1% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling