+19.8%
UPRO vs ALC
-11.3%
+31.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | +9.7% | -6.2% | +15.8% | +11.5% |
| 30D | -9.8% | +14.0% | -23.8% | -12.8% |
| 3M | -9.1% | -2.4% | -6.7% | -8.0% |
| 6M | +0.9% | +12.6% | -11.7% | -3.3% |
| YTD | +21.9% | -8.4% | +30.3% | +28.3% |
| 1Y | +19.8% | -9.1% | +28.9% | +26.7% |
| All | +19.8% | -11.3% | +31.1% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling