+40.4%
NCLH vs UPST
-3.8%
+44.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +2.3% |
| 7D | +6.3% | -4.5% | +10.7% | +7.3% |
| 30D | +18.9% | -15.3% | +34.2% | +23.3% |
| 3M | -0.2% | -32.4% | +32.2% | +8.6% |
| 6M | +8.4% | -29.5% | +37.9% | +16.5% |
| YTD | -17.1% | -53.3% | +36.3% | -4.2% |
| 1Y | -2.8% | -47.4% | +44.6% | +9.1% |
| 3Y | +40.4% | -2.2% | +42.6% | +23.7% |
| All | +40.4% | -3.8% | +44.2% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling