+1,067.6%
UPRO vs ALLY
+189.4%
+878.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +2.3% |
| 7D | -8.7% | +0.9% | -9.6% | -9.4% |
| 30D | -16.9% | +3.1% | -20.0% | -19.1% |
| 3M | -15.3% | -12.6% | -2.7% | -5.1% |
| 6M | -5.7% | -12.4% | +6.7% | +5.0% |
| YTD | +12.1% | -13.2% | +25.2% | +24.7% |
| 1Y | +16.4% | +1.8% | +14.6% | +12.6% |
| 3Y | +210.5% | +58.0% | +152.6% | +95.6% |
| 5Y | +82.4% | -8.4% | +90.8% | +86.7% |
| All | +1,067.6% | +189.4% | +878.3% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling