+139.2%
UPRO vs CRL
-35.5%
+174.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.7% |
| 30D | -0.9% | +10.7% | -11.5% | -6.7% |
| 3M | +1.9% | +55.3% | -53.4% | -22.5% |
| 6M | +33.1% | +60.7% | -27.5% | -3.0% |
| YTD | +31.8% | +44.6% | -12.8% | +1.6% |
| 1Y | +48.3% | +77.7% | -29.5% | -1.3% |
| 3Y | +221.5% | +37.6% | +183.8% | +131.2% |
| All | +139.2% | -35.5% | +174.7% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling