+139.2%
UPRO vs A
-12.8%
+152.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.8% |
| 7D | +0.1% | -1.9% | +2.0% | +1.9% |
| 30D | -0.9% | +6.9% | -7.8% | -7.5% |
| 3M | +1.9% | +9.2% | -7.3% | -7.6% |
| 6M | +33.1% | +25.7% | +7.4% | +2.0% |
| YTD | +31.8% | +11.5% | +20.3% | +13.9% |
| 1Y | +48.3% | +18.4% | +29.9% | +18.5% |
| 3Y | +221.5% | +26.6% | +194.9% | +122.5% |
| All | +139.2% | -12.8% | +152.0% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling