-29.6%
NCLH vs UPST
-92.5%
+62.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | +0.2% | -10.6% | +10.9% | +2.7% |
| 30D | +20.8% | -14.0% | +34.8% | +24.8% |
| 3M | -8.1% | -36.8% | +28.7% | +1.6% |
| 6M | +11.8% | -27.5% | +39.4% | +19.4% |
| YTD | -19.5% | -55.3% | +35.7% | -5.7% |
| 1Y | -3.2% | -47.5% | +44.3% | +9.0% |
| 3Y | +37.1% | -10.4% | +47.5% | +18.5% |
| All | -29.6% | -92.5% | +62.9% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling