+1,155.8%
UPRO vs FLR
+18.3%
+1,137.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | -6.0% | -6.9% | +0.9% | -3.4% |
| 30D | -5.8% | +1.1% | -6.9% | -6.4% |
| 3M | +10.8% | +14.3% | -3.5% | +3.8% |
| 6M | +31.6% | +19.1% | +12.5% | +20.1% |
| YTD | +25.4% | +35.1% | -9.7% | +8.7% |
| 1Y | +39.2% | +29.5% | +9.8% | +22.2% |
| 3Y | +218.5% | +53.0% | +165.5% | +154.7% |
| 5Y | +137.1% | +238.9% | -101.9% | +42.0% |
| All | +1,155.8% | +18.3% | +1,137.5% | +1,004.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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