+1,067.6%
UPRO vs LDOS
+248.5%
+819.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.9% |
| 7D | -8.7% | -7.2% | -1.5% | -2.8% |
| 30D | -16.9% | +16.8% | -33.7% | -28.9% |
| 3M | -15.3% | -1.6% | -13.7% | -16.1% |
| 6M | -5.7% | -1.0% | -4.7% | -9.6% |
| YTD | +12.1% | -25.8% | +37.8% | +36.3% |
| 1Y | +16.4% | -31.1% | +47.5% | +52.9% |
| 3Y | +210.5% | +32.8% | +177.7% | +78.1% |
| 5Y | +82.4% | +49.4% | +33.0% | -12.2% |
| All | +1,067.6% | +248.5% | +819.2% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling