+459.2%
UPRO vs ALC
+32.2%
+427.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +6.7% |
| 7D | -0.9% | +2.1% | -2.9% | -3.2% |
| 30D | -11.4% | +17.2% | -28.6% | -26.6% |
| 3M | -10.9% | +4.6% | -15.5% | -16.9% |
| 6M | -0.5% | +20.1% | -20.7% | -22.5% |
| YTD | +19.9% | -4.2% | +24.1% | +18.2% |
| 1Y | +24.2% | +2.1% | +22.1% | +12.6% |
| 3Y | +236.9% | +4.5% | +232.5% | +173.5% |
| 5Y | +96.6% | -12.3% | +108.9% | +111.5% |
| All | +459.2% | +32.2% | +427.0% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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