+1,164.6%
ARES vs UPRO
+1,807.2%
-642.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | +0.3% | -0.9% | +1.2% | +0.6% |
| 3M | +8.5% | +1.9% | +6.5% | +7.3% |
| 6M | +23.5% | +33.1% | -9.6% | +9.4% |
| YTD | -11.2% | +31.8% | -43.0% | -20.8% |
| 1Y | -19.3% | +48.3% | -67.6% | -31.5% |
| 3Y | +48.7% | +221.5% | -172.8% | -9.1% |
| 5Y | +106.5% | +136.7% | -30.2% | +33.5% |
| 10Y | +1,055.3% | +1,179.2% | -123.8% | +305.5% |
| All | +1,164.6% | +1,807.2% | -642.6% | +344.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded UPRO 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling