+1,167.0%
UPRO vs EXPD
+315.7%
+851.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.3% |
| 7D | +0.1% | -1.1% | +1.2% | +1.4% |
| 30D | -0.9% | +4.1% | -5.0% | -5.8% |
| 3M | +1.9% | +17.9% | -16.0% | -17.5% |
| 6M | +33.1% | +29.2% | +3.9% | -6.2% |
| YTD | +31.8% | +27.4% | +4.4% | -8.9% |
| 1Y | +48.3% | +56.8% | -8.6% | -25.0% |
| 3Y | +221.5% | +68.0% | +153.4% | +41.8% |
| 5Y | +136.7% | +61.9% | +74.9% | +10.4% |
| All | +1,167.0% | +315.7% | +851.3% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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