+139.2%
UPRO vs ARMK
+144.6%
-5.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.4% |
| 7D | +0.1% | -2.4% | +2.5% | +2.4% |
| 30D | -0.9% | 0.0% | -0.9% | -1.8% |
| 3M | +1.9% | +6.7% | -4.7% | -5.7% |
| 6M | +33.1% | +38.8% | -5.7% | -6.7% |
| YTD | +31.8% | +55.2% | -23.4% | -18.4% |
| 1Y | +48.3% | +46.6% | +1.7% | -3.4% |
| 3Y | +221.5% | +112.9% | +108.6% | +33.9% |
| All | +139.2% | +144.6% | -5.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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