+4,086.7%
UPRO vs FIVE
+822.5%
+3,264.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -8.7% | -0.3% | -8.4% | -8.3% |
| 30D | -16.9% | +17.7% | -34.6% | -23.9% |
| 3M | -15.3% | +4.0% | -19.2% | -17.9% |
| 6M | -5.7% | +2.6% | -8.3% | -9.8% |
| YTD | +12.1% | +27.6% | -15.5% | -5.6% |
| 1Y | +16.4% | +59.9% | -43.5% | -13.7% |
| 3Y | +210.5% | +35.8% | +174.8% | +120.0% |
| 5Y | +82.4% | +14.4% | +68.0% | +42.1% |
| 10Y | +1,144.5% | +576.1% | +568.4% | +351.0% |
| All | +4,086.7% | +822.5% | +3,264.2% | +1,203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling