+218.4%
UPRO vs ALLY
+60.4%
+158.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.6% |
| 7D | -2.9% | -0.7% | -2.2% | -2.2% |
| 30D | -12.4% | +1.1% | -13.6% | -13.1% |
| 3M | -11.9% | -13.2% | +1.3% | -2.0% |
| 6M | -1.7% | -13.5% | +11.8% | +9.2% |
| YTD | +18.5% | -14.3% | +32.8% | +31.8% |
| 1Y | +17.5% | -1.1% | +18.6% | +16.9% |
| 3Y | +218.4% | +62.0% | +156.4% | +151.0% |
| All | +218.4% | +60.4% | +158.0% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling