+11,991.0%
UPRO vs GAP
+138.4%
+11,852.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -2.9% | -0.1% | -2.8% | -2.6% |
| 30D | -12.4% | -5.4% | -7.0% | -9.9% |
| 3M | -11.9% | +2.9% | -14.7% | -14.1% |
| 6M | -1.7% | -4.4% | +2.8% | -2.5% |
| YTD | +18.5% | -11.6% | +30.1% | +20.4% |
| 1Y | +17.5% | -6.0% | +23.5% | +15.0% |
| 3Y | +218.4% | +78.0% | +140.4% | +88.0% |
| 5Y | +99.1% | +8.5% | +90.6% | +41.3% |
| 10Y | +1,071.1% | +8.6% | +1,062.5% | +521.5% |
| All | +11,991.0% | +138.4% | +11,852.5% | +2,886.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling