+208.0%
UPRO vs EXPD
+72.7%
+135.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.5% | -8.7% | -10.4% |
| 7D | -14.4% | -4.8% | -9.6% | -11.6% |
| 30D | -18.2% | -1.5% | -16.7% | -17.4% |
| 3M | -16.4% | +4.1% | -20.5% | -18.5% |
| 6M | -2.6% | +24.0% | -26.6% | -15.4% |
| YTD | +11.1% | +27.4% | -16.3% | -7.4% |
| 1Y | +11.8% | +38.4% | -26.6% | -12.9% |
| All | +208.0% | +72.7% | +135.2% | +88.3% |
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