+210.5%
UPRO vs EXR
+69.9%
+140.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -8.7% | +5.2% | -13.9% | -11.1% |
| 30D | -16.9% | +20.9% | -37.8% | -25.2% |
| 3M | -15.3% | +7.7% | -23.0% | -18.7% |
| 6M | -5.7% | +13.2% | -18.9% | -12.8% |
| YTD | +12.1% | +26.5% | -14.4% | -3.3% |
| 1Y | +16.4% | +27.2% | -10.8% | -0.1% |
| 3Y | +210.5% | +71.5% | +139.0% | +143.8% |
| All | +210.5% | +69.9% | +140.6% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling