-41.2%
NCLH vs UVXY
-100.0%
+58.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -0.9% |
| 7D | -6.5% | +11.0% | -17.6% | -4.6% |
| 30D | -22.1% | -8.8% | -13.3% | -23.3% |
| 3M | -18.7% | -41.9% | +23.2% | -26.0% |
| 6M | -28.4% | -61.2% | +32.8% | -37.8% |
| YTD | -34.7% | -46.2% | +11.5% | -38.0% |
| 1Y | -42.7% | -65.2% | +22.5% | -48.6% |
| 3Y | -10.6% | -94.6% | +84.0% | -24.6% |
| 5Y | -40.7% | -99.7% | +58.9% | -61.4% |
| 10Y | -57.8% | -100.0% | +42.2% | -79.5% |
| All | -41.2% | -100.0% | +58.8% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling