+222.7%
UPRO vs ITUB
+120.3%
+102.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.9% |
| 7D | +1.5% | +8.2% | -6.8% | -3.3% |
| 30D | -3.7% | +4.7% | -8.4% | -6.5% |
| 3M | +8.0% | +13.0% | -5.0% | -0.5% |
| 6M | +38.7% | +4.2% | +34.5% | +34.5% |
| YTD | +29.5% | +18.6% | +11.0% | +15.7% |
| 1Y | +46.1% | +31.3% | +14.8% | +21.8% |
| All | +222.7% | +120.3% | +102.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 3y: compounded portfolio wealth divided by compounded ITUB 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…
3y analysis · Full analysis span regression · 6 months rolling