+219.9%
UPRO vs FWONK
+44.6%
+175.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -4.2% | -7.7% | +3.5% | +0.2% |
| 3M | +8.1% | +5.7% | +2.3% | +3.4% |
| 6M | +35.2% | +13.5% | +21.8% | +23.3% |
| YTD | +28.4% | -3.0% | +31.4% | +29.0% |
| 1Y | +39.3% | -6.4% | +45.7% | +42.8% |
| 3Y | +219.9% | +43.8% | +176.1% | +157.1% |
| All | +219.9% | +44.6% | +175.3% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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