+236.9%
UPRO vs ALK
+21.9%
+215.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.1% | -0.1% | +3.4% |
| 7D | -0.9% | +8.9% | -9.8% | -4.9% |
| 30D | -11.4% | +5.9% | -17.4% | -14.2% |
| 3M | -10.9% | -16.5% | +5.6% | -3.2% |
| 6M | -0.5% | +2.1% | -2.7% | -4.1% |
| YTD | +19.9% | -17.1% | +37.0% | +26.1% |
| 1Y | +24.2% | -2.9% | +27.1% | +19.2% |
| 3Y | +236.9% | +24.5% | +212.5% | +189.3% |
| All | +236.9% | +21.9% | +215.0% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling