+1,826.8%
UPRO vs ARMK
+317.2%
+1,509.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.6% | -2.6% |
| 7D | -8.7% | -2.6% | -6.1% | -6.8% |
| 30D | -16.9% | -5.2% | -11.7% | -13.5% |
| 3M | -15.3% | -6.5% | -8.8% | -11.6% |
| 6M | -5.7% | +15.3% | -21.0% | -17.2% |
| YTD | +12.1% | +43.6% | -31.5% | -17.4% |
| 1Y | +16.4% | +42.1% | -25.6% | -13.7% |
| 3Y | +210.5% | +94.0% | +116.5% | +80.3% |
| 5Y | +82.4% | +96.3% | -13.9% | +9.7% |
| 10Y | +1,144.5% | +126.7% | +1,017.9% | +668.3% |
| All | +1,826.8% | +317.2% | +1,509.7% | +818.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling