+1,091.6%
UPRO vs M
+3.7%
+1,087.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.1% | -1.1% | +3.5% |
| 7D | -0.9% | +2.5% | -3.4% | -1.7% |
| 30D | -11.4% | +10.1% | -21.5% | -15.0% |
| 3M | -10.9% | -0.9% | -10.0% | -11.0% |
| 6M | -0.5% | +30.2% | -30.7% | -12.4% |
| YTD | +19.9% | +16.3% | +3.6% | +9.8% |
| 1Y | +24.2% | +27.0% | -2.8% | +9.2% |
| 3Y | +236.9% | +154.5% | +82.5% | +104.3% |
| 5Y | +96.6% | -1.1% | +97.6% | +69.8% |
| 10Y | +1,091.6% | +0.5% | +1,091.1% | +591.2% |
| All | +1,091.6% | +3.7% | +1,087.9% | +591.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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