+135.5%
UPRO vs INVH
-20.1%
+155.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | +0.5% |
| 7D | -6.0% | -3.1% | -2.9% | -2.8% |
| 30D | -5.8% | -7.5% | +1.7% | +2.0% |
| 3M | +10.8% | -6.3% | +17.1% | +17.2% |
| 6M | +31.6% | +9.4% | +22.1% | +16.0% |
| YTD | +25.4% | +1.4% | +24.0% | +18.9% |
| 1Y | +39.2% | -4.1% | +43.3% | +39.7% |
| 3Y | +218.5% | -9.2% | +227.7% | +233.6% |
| All | +135.5% | -20.1% | +155.6% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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