+11,237.3%
UPRO vs ALK
+935.1%
+10,302.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -3.2% | -9.9% | -10.9% |
| 7D | -14.4% | +7.1% | -21.4% | -18.7% |
| 30D | -18.2% | -3.0% | -15.3% | -17.3% |
| 3M | -16.4% | -25.6% | +9.2% | +1.2% |
| 6M | -2.6% | +0.5% | -3.1% | -7.6% |
| YTD | +11.1% | -23.1% | +34.2% | +23.9% |
| 1Y | +11.8% | -7.5% | +19.3% | +7.8% |
| 3Y | +209.9% | +15.3% | +194.6% | +127.1% |
| 5Y | +80.9% | -34.8% | +115.7% | +109.1% |
| 10Y | +1,134.2% | -41.2% | +1,175.3% | +1,245.4% |
| All | +11,237.3% | +935.1% | +10,302.2% | +1,464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling