+97.5%
UPRO vs EXPD
+60.9%
+36.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +7.4% | +5.5% | +1.9% | +2.3% |
| 30D | -7.9% | -0.8% | -7.1% | -7.0% |
| 3M | -12.0% | +4.1% | -16.2% | -15.4% |
| 6M | -2.0% | +25.7% | -27.6% | -21.9% |
| YTD | +20.4% | +31.4% | -11.0% | -12.0% |
| 1Y | +24.5% | +42.2% | -17.7% | -16.7% |
| 3Y | +224.4% | +77.2% | +147.2% | +58.3% |
| All | +97.5% | +60.9% | +36.7% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling