+137.1%
UPRO vs GNRC
-60.2%
+197.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.5% |
| 7D | -6.0% | -0.7% | -5.3% | -5.7% |
| 30D | -5.8% | -15.8% | +10.1% | +2.5% |
| 3M | +10.8% | -24.0% | +34.8% | +25.3% |
| 6M | +31.6% | -13.8% | +45.4% | +37.0% |
| YTD | +25.4% | +33.2% | -7.8% | +0.8% |
| 1Y | +39.2% | -1.8% | +41.0% | +30.5% |
| 3Y | +218.5% | +57.7% | +160.8% | +119.1% |
| 5Y | +137.1% | -59.7% | +196.8% | +195.2% |
| All | +137.1% | -60.2% | +197.2% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling