+2,358.7%
UPRO vs ALM
+3,507.4%
-1,148.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.8% |
| 7D | -8.7% | -6.7% | -2.0% | -8.6% |
| 30D | -16.9% | -32.9% | +16.0% | -16.6% |
| 3M | -15.3% | -39.5% | +24.2% | -15.0% |
| 6M | -5.7% | -62.0% | +56.3% | -5.1% |
| YTD | +12.1% | -7.8% | +19.9% | +12.1% |
| 1Y | +16.4% | +26.7% | -10.3% | +16.2% |
| 3Y | +210.5% | +825.4% | -614.8% | +205.5% |
| 5Y | +82.4% | +401.2% | -318.8% | +79.7% |
| 10Y | +1,144.5% | +2,074.0% | -929.5% | +1,115.1% |
| All | +2,358.7% | +3,507.4% | -1,148.7% | +2,247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling