-29.5%
NCLH vs UPRO
+102.9%
-132.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.4% |
| 7D | +1.7% | +9.7% | -8.0% | -4.2% |
| 30D | +17.9% | -9.8% | +27.6% | +24.8% |
| 3M | -4.5% | -9.1% | +4.6% | +0.4% |
| 6M | +12.9% | +0.9% | +12.0% | +10.0% |
| YTD | -19.1% | +21.9% | -41.0% | -30.1% |
| 1Y | -4.6% | +19.8% | -24.4% | -17.0% |
| 3Y | +37.0% | +227.4% | -190.3% | -41.1% |
| 5Y | -29.5% | +100.1% | -129.6% | -61.5% |
| All | -29.5% | +102.9% | -132.4% | -61.5% |
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