+219.9%
UPRO vs BOXX
+14.7%
+205.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.8% |
| 30D | -4.2% | +0.3% | -4.5% | -5.9% |
| 3M | +8.1% | +1.0% | +7.0% | +1.5% |
| 6M | +35.2% | +1.9% | +33.3% | +19.2% |
| YTD | +28.4% | +2.7% | +25.8% | +6.8% |
| 1Y | +39.3% | +4.0% | +35.2% | +5.7% |
| 3Y | +219.9% | +14.7% | +205.2% | +61.8% |
| All | +219.9% | +14.7% | +205.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling