+1,071.1%
UPRO vs ALK
-39.7%
+1,110.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.9% | +12.9% | -15.8% | -10.3% |
| 30D | -12.4% | +5.5% | -18.0% | -16.2% |
| 3M | -11.9% | -12.1% | +0.2% | -5.1% |
| 6M | -1.7% | +1.7% | -3.4% | -7.0% |
| YTD | +18.5% | -17.4% | +36.0% | +25.8% |
| 1Y | +17.5% | -1.9% | +19.4% | +9.5% |
| 3Y | +218.4% | +21.2% | +197.1% | +127.3% |
| 5Y | +99.1% | -27.8% | +126.9% | +114.2% |
| 10Y | +1,071.1% | -41.0% | +1,112.1% | +1,181.5% |
| All | +1,071.1% | -39.7% | +1,110.8% | +1,181.5% |
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