+2,113.3%
UPRO vs ALLY
+124.8%
+1,988.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | +0.1% | +3.7% | -3.6% | -3.0% |
| 30D | -0.9% | -2.3% | +1.4% | +1.0% |
| 3M | +1.9% | +3.8% | -1.9% | -1.5% |
| 6M | +33.1% | +9.7% | +23.4% | +21.9% |
| YTD | +31.8% | -1.4% | +33.2% | +31.7% |
| 1Y | +48.3% | +8.2% | +40.0% | +35.8% |
| 3Y | +221.5% | +66.5% | +155.0% | +94.4% |
| 5Y | +136.7% | +1.2% | +135.5% | +120.6% |
| 10Y | +1,179.2% | +191.4% | +987.7% | +381.8% |
| All | +2,113.3% | +124.8% | +1,988.4% | +888.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling