+1,267.4%
ARES vs UPRO
+1,163.1%
+104.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | +1.1% |
| 7D | +5.0% | -0.9% | +5.9% | +4.9% |
| 30D | +19.1% | -11.4% | +30.5% | +24.6% |
| 3M | +3.1% | -10.9% | +14.0% | +7.6% |
| 6M | +12.9% | -0.5% | +13.4% | +12.0% |
| YTD | -10.7% | +19.9% | -30.5% | -18.5% |
| 1Y | -5.5% | +24.2% | -29.7% | -15.3% |
| 3Y | +45.0% | +236.9% | -192.0% | -17.5% |
| 5Y | +87.4% | +96.6% | -9.2% | +23.9% |
| 10Y | +1,267.4% | +1,091.6% | +175.8% | +359.6% |
| All | +1,267.4% | +1,163.1% | +104.3% | +359.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling