+1,067.6%
UPRO vs EXR
+221.5%
+846.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | -8.7% | +5.2% | -13.9% | -12.6% |
| 30D | -16.9% | +20.9% | -37.8% | -29.9% |
| 3M | -15.3% | +7.7% | -23.0% | -21.0% |
| 6M | -5.7% | +13.2% | -18.9% | -16.9% |
| YTD | +12.1% | +26.5% | -14.4% | -11.2% |
| 1Y | +16.4% | +27.2% | -10.8% | -8.6% |
| 3Y | +210.5% | +71.5% | +139.0% | +70.5% |
| 5Y | +82.4% | +0.4% | +82.0% | +75.3% |
| All | +1,067.6% | +221.5% | +846.1% | +422.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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