+1,091.6%
UPRO vs FDS
+135.1%
+956.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.3% | +7.3% |
| 7D | -0.9% | -5.0% | +4.1% | +3.8% |
| 30D | -11.4% | +13.8% | -25.2% | -23.1% |
| 3M | -10.9% | +14.8% | -25.7% | -25.5% |
| 6M | -0.5% | +47.4% | -47.9% | -42.0% |
| YTD | +19.9% | +14.2% | +5.7% | -12.3% |
| 1Y | +24.2% | +26.6% | -2.4% | -22.4% |
| 3Y | +236.9% | -24.4% | +261.4% | +294.7% |
| 5Y | +96.6% | -22.6% | +119.2% | +133.3% |
| 10Y | +1,091.6% | +130.0% | +961.6% | +366.0% |
| All | +1,091.6% | +135.1% | +956.5% | +366.0% |
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