-41.5%
NCLH vs UPST
-62.0%
+20.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.3% |
| 7D | -4.6% | -8.1% | +3.5% | -2.1% |
| 30D | -19.9% | -14.3% | -5.6% | -16.1% |
| 3M | -22.0% | -16.6% | -5.3% | -17.7% |
| 6M | -28.3% | -7.3% | -21.0% | -27.4% |
| YTD | -33.5% | -40.8% | +7.3% | -26.5% |
| 1Y | -41.5% | -62.4% | +21.0% | -35.9% |
| All | -41.5% | -62.0% | +20.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling