+229.1%
UPRO vs FLR
+60.4%
+168.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | -3.7% | -0.7% | -3.0% | -3.9% |
| 3M | +8.0% | +14.3% | -6.4% | -0.8% |
| 6M | +38.7% | +25.6% | +13.1% | +19.0% |
| YTD | +29.5% | +42.9% | -13.3% | +3.3% |
| 1Y | +46.1% | +38.7% | +7.3% | +17.2% |
| 3Y | +229.1% | +61.8% | +167.3% | +108.6% |
| All | +229.1% | +60.4% | +168.7% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling