-27.6%
NCLH vs UPRO
+3,491.2%
-3,518.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | +0.1% |
| 7D | +0.2% | +7.4% | -7.2% | -3.9% |
| 30D | +20.8% | -7.9% | +28.7% | +25.7% |
| 3M | -8.1% | -12.0% | +3.9% | -2.0% |
| 6M | +11.8% | -2.0% | +13.8% | +11.2% |
| YTD | -19.5% | +20.4% | -39.9% | -28.6% |
| 1Y | -3.2% | +24.5% | -27.7% | -16.0% |
| 3Y | +37.1% | +224.4% | -187.3% | -33.5% |
| 5Y | -29.9% | +97.6% | -127.5% | -57.8% |
| 10Y | -53.3% | +1,097.3% | -1,150.6% | -89.1% |
| All | -27.6% | +3,491.2% | -3,518.8% | -87.4% |
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