+224.4%
UPRO vs ITUB
+81.0%
+143.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.2% |
| 7D | +7.4% | +1.9% | +5.5% | +6.5% |
| 30D | -7.9% | -22.2% | +14.3% | +1.3% |
| 3M | -12.0% | +2.7% | -14.7% | -18.2% |
| 6M | -2.0% | -3.0% | +1.0% | -6.3% |
| YTD | +20.4% | +7.5% | +12.9% | +8.0% |
| 1Y | +24.5% | +10.5% | +14.0% | +9.4% |
| 3Y | +224.4% | +81.0% | +143.4% | +103.8% |
| All | +224.4% | +81.0% | +143.4% | +103.8% |
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