+1,155.3%
UPRO vs FDS
+77.6%
+1,077.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | +2.5% |
| 7D | +1.5% | -5.4% | +6.8% | +7.0% |
| 30D | -3.7% | +1.6% | -5.3% | -6.1% |
| 3M | +8.0% | +17.7% | -9.8% | -14.7% |
| 6M | +38.7% | +29.1% | +9.6% | -7.9% |
| YTD | +29.5% | +1.0% | +28.6% | +10.5% |
| 1Y | +46.1% | -21.6% | +67.7% | +63.3% |
| 3Y | +229.1% | -30.1% | +259.2% | +321.4% |
| 5Y | +136.0% | -20.7% | +156.7% | +164.1% |
| 10Y | +1,155.3% | +78.3% | +1,077.0% | +514.6% |
| All | +1,155.3% | +77.6% | +1,077.7% | +514.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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