+11,991.0%
UPRO vs EXEL
+1,358.3%
+10,632.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.9% | -2.4% | -0.5% | -1.8% |
| 30D | -12.4% | +17.9% | -30.3% | -17.0% |
| 3M | -11.9% | +33.3% | -45.1% | -20.0% |
| 6M | -1.7% | +46.6% | -48.2% | -13.9% |
| YTD | +18.5% | +61.0% | -42.5% | +0.1% |
| 1Y | +17.5% | +70.4% | -52.9% | -2.8% |
| 3Y | +218.4% | +236.1% | -17.7% | +101.9% |
| 5Y | +99.1% | +284.8% | -185.7% | +21.1% |
| 10Y | +1,071.1% | +348.4% | +722.7% | +542.9% |
| All | +11,991.0% | +1,358.3% | +10,632.7% | +2,813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling