+139.2%
UPRO vs EXEL
+199.5%
-60.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.1% | +8.4% | -8.3% | -3.2% |
| 30D | -0.9% | +4.1% | -5.0% | -2.8% |
| 3M | +1.9% | +12.4% | -10.5% | -3.5% |
| 6M | +33.1% | +41.5% | -8.4% | +13.7% |
| YTD | +31.8% | +34.6% | -2.8% | +14.4% |
| 1Y | +48.3% | +57.9% | -9.6% | +18.8% |
| 3Y | +221.5% | +159.5% | +62.0% | +85.4% |
| All | +139.2% | +199.5% | -60.3% | +13.3% |
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