+1,186.4%
UPRO vs GNRC
+448.8%
+737.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +0.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -4.2% | -15.7% | +11.5% | +6.4% |
| 3M | +8.1% | -27.3% | +35.4% | +29.6% |
| 6M | +35.2% | -12.1% | +47.3% | +39.6% |
| YTD | +28.4% | +37.1% | -8.7% | -5.0% |
| 1Y | +39.3% | -0.5% | +39.7% | +25.7% |
| 3Y | +219.9% | +61.5% | +158.4% | +92.1% |
| 5Y | +142.8% | -58.6% | +201.4% | +267.2% |
| All | +1,186.4% | +448.8% | +737.6% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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