+228.4%
UPRO vs ALM
+836.8%
-608.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.2% |
| 7D | +9.7% | -4.0% | +13.7% | +10.2% |
| 30D | -9.8% | -30.5% | +20.7% | -5.5% |
| 3M | -9.1% | -46.9% | +37.8% | -2.4% |
| 6M | +0.9% | -65.5% | +66.4% | +12.6% |
| YTD | +21.9% | -13.4% | +35.3% | +23.6% |
| 1Y | +19.8% | +9.8% | +10.0% | +18.4% |
| All | +228.4% | +836.8% | -608.4% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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