+1,251.6%
UPRO vs EXEL
+373.1%
+878.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | +1.5% | +1.4% | +0.1% | +0.9% |
| 30D | -3.7% | +6.7% | -10.4% | -6.5% |
| 3M | +8.0% | +11.5% | -3.5% | +2.5% |
| 6M | +38.7% | +38.8% | -0.1% | +19.4% |
| YTD | +29.5% | +31.6% | -2.0% | +13.6% |
| 1Y | +46.1% | +53.0% | -6.9% | +18.9% |
| 3Y | +229.1% | +160.8% | +68.3% | +100.0% |
| 5Y | +136.0% | +190.1% | -54.1% | +36.0% |
| All | +1,251.6% | +373.1% | +878.5% | +613.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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