+210.5%
UPRO vs EXPD
+68.8%
+141.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.2% |
| 7D | -8.7% | -7.2% | -1.5% | -4.3% |
| 30D | -16.9% | -3.3% | -13.6% | -15.1% |
| 3M | -15.3% | +3.4% | -18.7% | -17.1% |
| 6M | -5.7% | +22.7% | -28.4% | -17.6% |
| YTD | +12.1% | +24.5% | -12.5% | -5.3% |
| 1Y | +16.4% | +38.6% | -22.2% | -9.8% |
| 3Y | +210.5% | +71.5% | +139.0% | +92.5% |
| All | +210.5% | +68.8% | +141.7% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling