+11,332.2%
UPRO vs ARWR
+1,063.2%
+10,269.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -8.7% | -2.9% | -5.8% | -8.0% |
| 30D | -16.9% | -5.4% | -11.5% | -15.9% |
| 3M | -15.3% | -32.2% | +17.0% | -9.0% |
| 6M | -5.7% | -26.5% | +20.8% | -1.1% |
| YTD | +12.1% | -12.4% | +24.5% | +13.4% |
| 1Y | +16.4% | +46.9% | -30.4% | +5.9% |
| 3Y | +210.5% | +116.0% | +94.6% | +147.3% |
| 5Y | +82.4% | -28.0% | +110.3% | +70.3% |
| 10Y | +1,144.5% | +923.9% | +220.6% | +658.2% |
| All | +11,332.2% | +1,063.2% | +10,269.0% | +6,425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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