+81.9%
UPRO vs EXEL
+260.1%
-178.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.3% |
| 7D | -8.7% | +0.3% | -8.9% | -8.5% |
| 30D | -16.9% | +19.0% | -35.9% | -22.6% |
| 3M | -15.3% | +33.3% | -48.5% | -25.0% |
| 6M | -5.7% | +42.9% | -48.6% | -19.7% |
| YTD | +12.1% | +58.7% | -46.6% | -9.5% |
| 1Y | +16.4% | +70.5% | -54.1% | -9.1% |
| 3Y | +210.5% | +233.8% | -23.3% | +53.5% |
| All | +81.9% | +260.1% | -178.2% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling