+139.2%
UPRO vs EXR
-11.8%
+151.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.2% |
| 7D | +0.1% | -2.6% | +2.6% | +2.2% |
| 30D | -0.9% | -7.2% | +6.3% | +5.3% |
| 3M | +1.9% | -3.5% | +5.4% | +3.9% |
| 6M | +33.1% | -5.3% | +38.4% | +37.6% |
| YTD | +31.8% | +9.4% | +22.4% | +19.7% |
| 1Y | +48.3% | +1.3% | +47.0% | +42.6% |
| 3Y | +221.5% | +22.4% | +199.1% | +144.4% |
| All | +139.2% | -11.8% | +151.0% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling