+24.5%
UPRO vs ALK
-10.2%
+34.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.6% |
| 7D | +7.4% | -1.2% | +8.6% | +7.9% |
| 30D | -7.9% | +7.7% | -15.6% | -10.8% |
| 3M | -12.0% | -19.0% | +7.0% | -4.2% |
| 6M | -2.0% | -0.2% | -1.8% | -4.0% |
| YTD | +20.4% | -23.5% | +43.9% | +26.9% |
| 1Y | +24.5% | -9.1% | +33.6% | +19.7% |
| All | +24.5% | -10.2% | +34.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling