-37.0%
NCLH vs UPST
-90.2%
+53.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.3% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | -20.1% | -13.2% | -6.8% | -17.5% |
| 3M | -17.0% | -13.0% | -4.1% | -14.5% |
| 6M | -23.2% | -2.9% | -20.4% | -23.3% |
| YTD | -31.0% | -38.3% | +7.3% | -24.7% |
| 1Y | -37.3% | -60.5% | +23.2% | -25.4% |
| 3Y | -5.6% | -11.7% | +6.2% | -19.0% |
| 5Y | -37.0% | -90.2% | +53.2% | -36.2% |
| All | -37.0% | -90.2% | +53.2% | -36.2% |
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