+1,155.3%
UPRO vs A
+237.5%
+917.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | +1.5% |
| 7D | +1.5% | -2.1% | +3.5% | +3.9% |
| 30D | -3.7% | +0.6% | -4.3% | -5.1% |
| 3M | +8.0% | +10.9% | -2.9% | -7.0% |
| 6M | +38.7% | +28.2% | +10.5% | -5.0% |
| YTD | +29.5% | +8.6% | +21.0% | +9.0% |
| 1Y | +46.1% | +15.5% | +30.6% | +11.0% |
| 3Y | +229.1% | +31.8% | +197.3% | +89.8% |
| 5Y | +136.0% | -14.9% | +150.9% | +170.2% |
| 10Y | +1,155.3% | +237.8% | +917.5% | +186.4% |
| All | +1,155.3% | +237.5% | +917.8% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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