-37.2%
NCLH vs UPRO
+3,831.2%
-3,868.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -23.3% | -0.9% | -22.4% | -22.9% |
| 3M | -18.6% | +1.9% | -20.5% | -20.2% |
| 6M | -26.2% | +33.1% | -59.4% | -37.7% |
| YTD | -30.2% | +31.8% | -62.0% | -40.7% |
| 1Y | -39.2% | +48.3% | -87.4% | -51.9% |
| 3Y | -5.1% | +221.5% | -226.5% | -53.6% |
| 5Y | -36.8% | +136.7% | -173.5% | -65.4% |
| 10Y | -56.3% | +1,179.2% | -1,235.4% | -90.2% |
| All | -37.2% | +3,831.2% | -3,868.4% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling