+1,167.0%
UPRO vs ALK
-34.2%
+1,201.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.3% |
| 7D | +0.1% | -0.7% | +0.7% | +0.5% |
| 30D | -0.9% | -19.2% | +18.3% | +13.8% |
| 3M | +1.9% | -1.5% | +3.5% | +0.5% |
| 6M | +33.1% | -13.1% | +46.2% | +39.7% |
| YTD | +31.8% | -16.4% | +48.2% | +40.0% |
| 1Y | +48.3% | -33.1% | +81.3% | +81.0% |
| 3Y | +221.5% | +0.6% | +220.9% | +167.0% |
| 5Y | +136.7% | -26.4% | +163.1% | +151.8% |
| All | +1,167.0% | -34.2% | +1,201.2% | +1,096.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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