+81.9%
UPRO vs ALK
-34.8%
+116.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -8.7% | +9.0% | -17.7% | -13.8% |
| 30D | -16.9% | -1.6% | -15.3% | -16.6% |
| 3M | -15.3% | -23.2% | +7.9% | -0.9% |
| 6M | -5.7% | -3.9% | -1.8% | -7.3% |
| YTD | +12.1% | -22.6% | +34.7% | +23.9% |
| 1Y | +16.4% | -5.3% | +21.7% | +10.2% |
| 3Y | +210.5% | +18.6% | +192.0% | +104.2% |
| All | +81.9% | -34.8% | +116.6% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling