+1,110.0%
UPRO vs EXPD
+336.9%
+773.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.7% |
| 7D | +9.7% | +3.6% | +6.1% | +5.1% |
| 30D | -9.8% | +0.3% | -10.0% | -10.0% |
| 3M | -9.1% | +6.1% | -15.2% | -15.7% |
| 6M | +0.9% | +27.4% | -26.5% | -26.2% |
| YTD | +21.9% | +32.0% | -10.1% | -19.7% |
| 1Y | +19.8% | +40.5% | -20.8% | -27.6% |
| 3Y | +227.4% | +75.7% | +151.7% | +35.5% |
| 5Y | +100.1% | +61.7% | +38.4% | -4.5% |
| All | +1,110.0% | +336.9% | +773.1% | +86.9% |
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