+96.6%
UPRO vs GAP
+10.4%
+86.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.5% | +3.5% | +5.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.7% |
| 30D | -11.4% | -4.3% | -7.1% | -9.8% |
| 3M | -10.9% | +9.4% | -20.3% | -14.9% |
| 6M | -0.5% | -3.3% | +2.7% | -1.5% |
| YTD | +19.9% | -10.5% | +30.4% | +21.4% |
| 1Y | +24.2% | -2.4% | +26.6% | +20.6% |
| 3Y | +236.9% | +80.1% | +156.9% | +117.9% |
| 5Y | +96.6% | +6.5% | +90.1% | +26.9% |
| All | +96.6% | +10.4% | +86.2% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling