+1,071.1%
UPRO vs FIVE
+562.8%
+508.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | +7.3% | -10.2% | -6.6% |
| 30D | -12.4% | +18.1% | -30.5% | -20.7% |
| 3M | -11.9% | +7.7% | -19.6% | -16.6% |
| 6M | -1.7% | +13.6% | -15.3% | -12.1% |
| YTD | +18.5% | +34.6% | -16.1% | -5.6% |
| 1Y | +17.5% | +66.2% | -48.8% | -18.2% |
| 3Y | +218.4% | +43.5% | +174.9% | +108.1% |
| 5Y | +99.1% | +20.7% | +78.5% | +44.6% |
| 10Y | +1,071.1% | +541.5% | +529.6% | +311.7% |
| All | +1,071.1% | +562.8% | +508.3% | +311.7% |
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