+228.4%
UPRO vs EXR
+53.2%
+175.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +9.7% | -1.2% | +10.9% | +10.4% |
| 30D | -9.8% | +18.3% | -28.1% | -18.2% |
| 3M | -9.1% | +9.1% | -18.2% | -13.6% |
| 6M | +0.9% | +11.7% | -10.8% | -6.3% |
| YTD | +21.9% | +25.7% | -3.8% | +4.6% |
| 1Y | +19.8% | +24.9% | -5.1% | +3.1% |
| All | +228.4% | +53.2% | +175.2% | +149.5% |
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