+422.8%
UPRO vs ALC
+31.8%
+391.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +3.1% |
| 7D | -8.7% | +4.9% | -13.6% | -13.6% |
| 30D | -16.9% | +19.0% | -35.9% | -32.3% |
| 3M | -15.3% | +7.8% | -23.0% | -23.6% |
| 6M | -5.7% | +14.6% | -20.3% | -22.5% |
| YTD | +12.1% | -4.4% | +16.5% | +10.8% |
| 1Y | +16.4% | +1.4% | +15.0% | +6.4% |
| 3Y | +210.5% | +2.5% | +208.0% | +158.5% |
| 5Y | +82.4% | -10.9% | +93.3% | +91.5% |
| All | +422.8% | +31.8% | +391.0% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling