+1,071.1%
UPRO vs EXPD
+329.8%
+741.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -2.9% | -7.4% | +4.5% | +6.8% |
| 30D | -12.4% | -2.1% | -10.3% | -10.1% |
| 3M | -11.9% | +5.7% | -17.5% | -18.1% |
| 6M | -1.7% | +21.4% | -23.0% | -23.8% |
| YTD | +18.5% | +27.6% | -9.1% | -18.7% |
| 1Y | +17.5% | +36.1% | -18.6% | -26.2% |
| 3Y | +218.4% | +69.9% | +148.5% | +37.3% |
| 5Y | +99.1% | +59.7% | +39.4% | -4.1% |
| 10Y | +1,071.1% | +323.0% | +748.1% | +87.1% |
| All | +1,071.1% | +329.8% | +741.3% | +87.1% |
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