+1,167.3%
UPRO vs FIVE
+477.5%
+689.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -4.3% |
| 7D | +0.1% | +4.3% | -4.2% | -2.7% |
| 30D | -0.9% | +12.5% | -13.4% | -8.6% |
| 3M | +1.9% | +31.2% | -29.3% | -15.1% |
| 6M | +33.1% | +14.4% | +18.7% | +18.0% |
| YTD | +31.8% | +33.9% | -2.1% | +5.6% |
| 1Y | +48.3% | +65.1% | -16.8% | +3.3% |
| 3Y | +221.5% | +49.0% | +172.5% | +104.4% |
| 5Y | +136.7% | +30.3% | +106.5% | +62.2% |
| All | +1,167.3% | +477.5% | +689.8% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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