+1,091.6%
UPRO vs CRL
+400.8%
+690.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.3% | +3.3% |
| 7D | -0.9% | +4.4% | -5.3% | -4.8% |
| 30D | -11.4% | +17.1% | -28.5% | -23.0% |
| 3M | -10.9% | +32.1% | -43.0% | -30.4% |
| 6M | -0.5% | +98.9% | -99.5% | -46.5% |
| YTD | +19.9% | +77.1% | -57.3% | -31.4% |
| 1Y | +24.2% | +110.3% | -86.1% | -39.0% |
| 3Y | +236.9% | +108.5% | +128.4% | +35.1% |
| 5Y | +96.6% | -7.9% | +104.4% | +84.7% |
| 10Y | +1,091.6% | +368.9% | +722.7% | +145.3% |
| All | +1,091.6% | +400.8% | +690.8% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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