+97.5%
UPRO vs ARMK
+106.7%
-9.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +7.4% | +2.7% | +4.7% | +4.8% |
| 30D | -7.9% | -1.5% | -6.4% | -6.7% |
| 3M | -12.0% | -11.6% | -0.5% | -1.2% |
| 6M | -2.0% | +6.7% | -8.7% | -10.3% |
| YTD | +20.4% | +47.4% | -27.0% | -23.0% |
| 1Y | +24.5% | +41.5% | -17.0% | -17.1% |
| 3Y | +224.4% | +95.5% | +128.8% | +42.7% |
| All | +97.5% | +106.7% | -9.2% | -22.8% |
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