+46.1%
UPRO vs FDS
-20.8%
+66.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.7% |
| 7D | +1.5% | -5.4% | +6.8% | +1.5% |
| 30D | -3.7% | +1.6% | -5.3% | -3.7% |
| 3M | +8.0% | +17.7% | -9.8% | +8.3% |
| 6M | +38.7% | +29.1% | +9.6% | +38.1% |
| YTD | +29.5% | +1.0% | +28.6% | +31.7% |
| 1Y | +46.1% | -21.6% | +67.7% | +48.6% |
| All | +46.1% | -20.8% | +66.9% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling