+210.5%
UPRO vs CRL
+86.4%
+124.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -2.5% |
| 7D | -8.7% | -6.1% | -2.6% | -6.5% |
| 30D | -16.9% | +12.4% | -29.3% | -21.5% |
| 3M | -15.3% | +27.1% | -42.4% | -24.4% |
| 6M | -5.7% | +85.7% | -91.4% | -30.2% |
| YTD | +12.1% | +69.2% | -57.1% | -14.4% |
| 1Y | +16.4% | +97.5% | -81.1% | -17.7% |
| 3Y | +210.5% | +86.1% | +124.4% | +110.4% |
| All | +210.5% | +86.4% | +124.1% | +110.4% |
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