+1,125.0%
UPRO vs M
-5.1%
+1,130.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.3% |
| 7D | -3.8% | -3.3% | -0.5% | -2.2% |
| 30D | -8.9% | +8.1% | -16.9% | -11.9% |
| 3M | -7.4% | +2.2% | -9.7% | -8.7% |
| 6M | +1.6% | +35.1% | -33.6% | -12.0% |
| YTD | +23.2% | +15.8% | +7.3% | +13.0% |
| 1Y | +21.2% | +25.8% | -4.6% | +6.9% |
| 3Y | +230.8% | +156.2% | +74.6% | +99.8% |
| 5Y | +106.7% | -2.4% | +109.0% | +79.4% |
| 10Y | +1,125.0% | -7.1% | +1,132.1% | +627.8% |
| All | +1,125.0% | -5.1% | +1,130.1% | +627.8% |
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