+2,109.5%
UPRO vs ALLE
+260.9%
+1,848.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.3% |
| 30D | -0.9% | -6.8% | +5.9% | +7.9% |
| 3M | +1.9% | +21.0% | -19.1% | -22.7% |
| 6M | +33.1% | +1.1% | +32.0% | +26.0% |
| YTD | +31.8% | -0.5% | +32.3% | +24.3% |
| 1Y | +48.3% | -7.3% | +55.5% | +52.1% |
| 3Y | +221.5% | +42.3% | +179.2% | +79.5% |
| 5Y | +136.7% | +13.5% | +123.3% | +88.7% |
| 10Y | +1,179.2% | +144.0% | +1,035.1% | +358.5% |
| All | +2,109.5% | +260.9% | +1,848.6% | +457.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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