+1,095.1%
UPRO vs GAP
+1.5%
+1,093.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +7.4% | -1.9% | +9.3% | +8.4% |
| 30D | -7.9% | -7.1% | -0.8% | -4.7% |
| 3M | -12.0% | +4.1% | -16.1% | -14.4% |
| 6M | -2.0% | +1.9% | -3.9% | -5.3% |
| YTD | +20.4% | -15.2% | +35.6% | +24.7% |
| 1Y | +24.5% | -10.6% | +35.1% | +25.3% |
| 3Y | +224.4% | +74.6% | +149.8% | +105.6% |
| 5Y | +97.6% | +3.7% | +94.0% | +49.4% |
| All | +1,095.1% | +1.5% | +1,093.6% | +565.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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