+153.9%
UPRO vs FRSH
-72.5%
+226.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -2.5% | -6.6% | +4.1% | +0.2% |
| 30D | -4.2% | +2.1% | -6.3% | -5.4% |
| 3M | +8.1% | +29.0% | -20.9% | -4.4% |
| 6M | +35.2% | +48.6% | -13.4% | +10.7% |
| YTD | +28.4% | -2.9% | +31.4% | +24.4% |
| 1Y | +39.3% | -7.9% | +47.2% | +37.5% |
| 3Y | +219.9% | -46.5% | +266.4% | +283.6% |
| All | +153.9% | -72.5% | +226.4% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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