+100.1%
UPRO vs CAPR
+192.6%
-92.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.7% | -0.8% |
| 7D | +9.7% | +19.1% | -9.4% | +9.1% |
| 30D | -9.8% | +48.8% | -58.6% | -10.7% |
| 3M | -9.1% | +144.4% | -153.5% | -11.6% |
| 6M | +0.9% | -67.5% | +68.4% | +1.8% |
| YTD | +21.9% | -64.5% | +86.4% | +22.4% |
| 1Y | +19.8% | +74.4% | -54.7% | +8.1% |
| 3Y | +227.4% | +265.7% | -38.3% | +126.0% |
| 5Y | +100.1% | +196.0% | -95.9% | +23.9% |
| All | +100.1% | +192.6% | -92.5% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling