+139.2%
UPRO vs ALM
+951.0%
-811.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | -0.9% | +32.0% | -32.9% | -4.1% |
| 3M | +1.9% | -15.0% | +17.0% | +2.6% |
| 6M | +33.1% | -10.1% | +43.2% | +32.2% |
| YTD | +31.8% | +99.4% | -67.6% | +21.5% |
| 1Y | +48.3% | +316.4% | -268.1% | +27.0% |
| 3Y | +221.5% | +2,022.0% | -1,800.5% | +131.3% |
| All | +139.2% | +951.0% | -811.8% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling