+1,995.6%
UPRO vs ARMK
+327.8%
+1,667.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +9.7% | +7.1% | +2.5% | +4.0% |
| 30D | -9.8% | -1.6% | -8.1% | -8.6% |
| 3M | -9.1% | -10.5% | +1.4% | -1.2% |
| 6M | +0.9% | +11.8% | -10.9% | -8.7% |
| YTD | +21.9% | +47.3% | -25.4% | -11.8% |
| 1Y | +19.8% | +41.5% | -21.7% | -10.8% |
| 3Y | +227.4% | +95.3% | +132.1% | +89.2% |
| 5Y | +100.1% | +108.1% | -8.1% | +15.4% |
| 10Y | +1,112.3% | +132.0% | +980.3% | +635.9% |
| All | +1,995.6% | +327.8% | +1,667.7% | +880.6% |
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