+229.1%
UPRO vs FIVN
-55.5%
+284.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | +0.2% |
| 7D | +1.5% | -8.2% | +9.7% | +4.2% |
| 30D | -3.7% | -8.1% | +4.4% | -1.5% |
| 3M | +8.0% | +34.9% | -26.9% | -4.0% |
| 6M | +38.7% | +72.6% | -34.0% | +9.1% |
| YTD | +29.5% | +55.8% | -26.2% | +4.9% |
| 1Y | +46.1% | +17.1% | +28.9% | +33.1% |
| 3Y | +229.1% | -54.3% | +283.4% | +256.6% |
| All | +229.1% | -55.5% | +284.6% | +256.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling