+13,342.5%
UPRO vs CAPR
-98.1%
+13,440.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +0.1% | -2.0% | +2.0% | +0.1% |
| 30D | -0.9% | +139.2% | -140.1% | -4.0% |
| 3M | +1.9% | -66.4% | +68.3% | +3.1% |
| 6M | +33.1% | -63.1% | +96.2% | +34.1% |
| YTD | +31.8% | -67.4% | +99.2% | +33.1% |
| 1Y | +48.3% | +58.2% | -10.0% | +31.8% |
| 3Y | +221.5% | +42.2% | +179.3% | +174.6% |
| 5Y | +136.7% | +87.3% | +49.5% | +96.9% |
| 10Y | +1,179.2% | -75.3% | +1,254.4% | +874.4% |
| All | +13,342.5% | -98.1% | +13,440.6% | +10,832.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling