+2,165.7%
UPRO vs ARMK
+350.8%
+1,814.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.5% |
| 7D | +0.1% | -2.4% | +2.5% | +1.9% |
| 30D | -0.9% | 0.0% | -0.9% | -1.6% |
| 3M | +1.9% | +6.7% | -4.7% | -3.9% |
| 6M | +33.1% | +38.8% | -5.7% | +1.6% |
| YTD | +31.8% | +55.2% | -23.4% | -8.2% |
| 1Y | +48.3% | +46.6% | +1.7% | +7.4% |
| 3Y | +221.5% | +112.9% | +108.6% | +74.3% |
| 5Y | +136.7% | +144.0% | -7.2% | +21.5% |
| 10Y | +1,179.2% | +132.4% | +1,046.7% | +684.4% |
| All | +2,165.7% | +350.8% | +1,814.8% | +920.1% |
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 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