+139.2%
UPRO vs GAP
+9.0%
+130.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.1% | -4.5% | +4.5% | +1.9% |
| 30D | -0.9% | +9.0% | -9.9% | -5.1% |
| 3M | +1.9% | +5.0% | -3.1% | -1.2% |
| 6M | +33.1% | -17.8% | +50.9% | +40.5% |
| YTD | +31.8% | -10.4% | +42.2% | +33.5% |
| 1Y | +48.3% | -3.4% | +51.7% | +44.3% |
| 3Y | +221.5% | +111.5% | +110.0% | +90.1% |
| All | +139.2% | +9.0% | +130.3% | +56.5% |
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