+1,155.8%
UPRO vs FIVN
+115.6%
+1,040.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -6.0% | -11.3% | +5.3% | -1.2% |
| 30D | -5.8% | -7.3% | +1.5% | -3.2% |
| 3M | +10.8% | +41.7% | -30.9% | -7.7% |
| 6M | +31.6% | +78.3% | -46.7% | -5.7% |
| YTD | +25.4% | +50.9% | -25.5% | -4.8% |
| 1Y | +39.2% | +19.7% | +19.6% | +16.9% |
| 3Y | +218.5% | -55.7% | +274.3% | +292.8% |
| 5Y | +137.1% | -82.6% | +219.6% | +319.0% |
| All | +1,155.8% | +115.6% | +1,040.2% | +753.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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