+474.5%
UPRO vs ALC
+27.5%
+447.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +6.3% |
| 7D | -3.8% | -6.3% | +2.5% | +3.3% |
| 30D | -8.9% | +12.6% | -21.5% | -21.2% |
| 3M | -7.4% | -3.8% | -3.6% | -5.1% |
| 6M | +1.6% | +16.8% | -15.3% | -18.6% |
| YTD | +23.2% | -7.6% | +30.8% | +26.2% |
| 1Y | +21.2% | -5.9% | +27.1% | +21.0% |
| 3Y | +230.8% | +0.6% | +230.2% | +179.6% |
| 5Y | +106.7% | -9.5% | +116.1% | +110.8% |
| All | +474.5% | +27.5% | +447.1% | +260.2% |
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