-11.0%
NCLH vs UVXY
-94.8%
+83.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +0.2% |
| 7D | -4.8% | +2.8% | -7.6% | -4.1% |
| 30D | -21.7% | -11.4% | -10.3% | -23.6% |
| 3M | -22.2% | -41.5% | +19.3% | -30.5% |
| 6M | -27.5% | -61.0% | +33.5% | -38.9% |
| YTD | -33.6% | -49.8% | +16.2% | -38.9% |
| 1Y | -45.0% | -66.4% | +21.5% | -52.3% |
| 3Y | -11.0% | -94.8% | +83.7% | -26.5% |
| All | -11.0% | -94.8% | +83.8% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling