+210.5%
UPRO vs CAPR
+214.7%
-4.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.8% |
| 7D | -8.7% | +41.1% | -49.8% | -9.1% |
| 30D | -16.9% | +11.1% | -28.0% | -17.1% |
| 3M | -15.3% | +115.3% | -130.6% | -16.4% |
| 6M | -5.7% | -73.8% | +68.1% | -4.8% |
| YTD | +12.1% | -68.8% | +80.9% | +12.7% |
| 1Y | +16.4% | +43.3% | -26.9% | +10.5% |
| 3Y | +210.5% | +214.7% | -4.2% | +148.9% |
| All | +210.5% | +214.7% | -4.2% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling