-1.0%
NCLH vs UVXY
-70.8%
+69.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -14.1% | +20.9% | +2.5% |
| 7D | +15.8% | -6.3% | +22.1% | +14.7% |
| 30D | +25.1% | -2.7% | +27.8% | +26.0% |
| 3M | -7.3% | -29.9% | +22.6% | -15.0% |
| 6M | +8.1% | -56.5% | +64.6% | -13.1% |
| YTD | -16.7% | -54.8% | +38.1% | -27.9% |
| 1Y | -1.0% | -70.5% | +69.5% | -18.9% |
| All | -1.0% | -70.8% | +69.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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