+235.9%
UPRO vs CRL
+42.4%
+193.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.5% |
| 30D | -0.9% | +10.7% | -11.5% | -5.4% |
| 3M | +1.9% | +55.3% | -53.4% | -17.4% |
| 6M | +33.1% | +60.7% | -27.5% | +4.6% |
| YTD | +31.8% | +44.6% | -12.8% | +8.4% |
| 1Y | +48.3% | +77.7% | -29.5% | +8.9% |
| All | +235.9% | +42.4% | +193.5% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling