+1,125.0%
UPRO vs CAPR
-59.1%
+1,184.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +26.5% | -22.6% | +3.0% |
| 7D | -3.8% | +25.8% | -29.6% | -4.6% |
| 30D | -8.9% | +50.2% | -59.1% | -10.3% |
| 3M | -7.4% | +185.5% | -192.9% | -11.7% |
| 6M | +1.6% | -64.8% | +66.4% | +2.4% |
| YTD | +23.2% | -61.1% | +84.3% | +23.4% |
| 1Y | +21.2% | +81.0% | -59.7% | +5.0% |
| 3Y | +230.8% | +300.7% | -69.9% | +156.8% |
| 5Y | +106.7% | +223.3% | -116.7% | +58.2% |
| 10Y | +1,125.0% | -58.8% | +1,183.8% | +730.2% |
| All | +1,125.0% | -59.1% | +1,184.1% | +730.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling