+1,091.6%
UPRO vs ALLY
+201.0%
+890.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.0% | +6.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.5% |
| 30D | -11.4% | +3.4% | -14.9% | -14.0% |
| 3M | -10.9% | -11.1% | +0.2% | -1.6% |
| 6M | -0.5% | -11.5% | +10.9% | +9.8% |
| YTD | +19.9% | -12.3% | +32.2% | +32.4% |
| 1Y | +24.2% | +1.1% | +23.1% | +21.0% |
| 3Y | +236.9% | +64.8% | +172.1% | +104.4% |
| 5Y | +96.6% | -6.9% | +103.4% | +98.3% |
| 10Y | +1,091.6% | +194.9% | +896.6% | +449.2% |
| All | +1,091.6% | +201.0% | +890.6% | +449.2% |
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