+996.9%
UPRO vs INVH
+79.7%
+917.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | +1.5% | -3.1% | +4.6% | +5.4% |
| 30D | -3.7% | -7.1% | +3.4% | +5.0% |
| 3M | +8.0% | -3.0% | +10.9% | +10.3% |
| 6M | +38.7% | +10.1% | +28.6% | +19.6% |
| YTD | +29.5% | +3.8% | +25.7% | +18.3% |
| 1Y | +46.1% | -2.1% | +48.2% | +42.1% |
| 3Y | +229.1% | -7.0% | +236.1% | +234.1% |
| 5Y | +136.0% | -20.6% | +156.6% | +210.1% |
| All | +996.9% | +79.7% | +917.2% | +598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling