+11,332.2%
UPRO vs FDS
+720.9%
+10,611.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +4.8% |
| 7D | -8.7% | -0.5% | -8.2% | -8.6% |
| 30D | -16.9% | +20.2% | -37.1% | -33.5% |
| 3M | -15.3% | +19.9% | -35.1% | -34.2% |
| 6M | -5.7% | +56.2% | -61.9% | -52.1% |
| YTD | +12.1% | +14.6% | -2.5% | -23.4% |
| 1Y | +16.4% | +31.6% | -15.2% | -35.3% |
| 3Y | +210.5% | -23.8% | +234.4% | +237.1% |
| 5Y | +82.4% | -22.6% | +105.0% | +103.6% |
| 10Y | +1,144.5% | +139.3% | +1,005.2% | +247.6% |
| All | +11,332.2% | +720.9% | +10,611.2% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling