+1,167.0%
UPRO vs M
-2.2%
+1,169.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.3% |
| 7D | +0.1% | +4.7% | -4.7% | -1.9% |
| 30D | -0.9% | -9.6% | +8.8% | +3.3% |
| 3M | +1.9% | +0.9% | +1.1% | +0.8% |
| 6M | +33.1% | +22.3% | +10.8% | +20.6% |
| YTD | +31.8% | +6.5% | +25.3% | +25.7% |
| 1Y | +48.3% | +38.8% | +9.5% | +25.5% |
| 3Y | +221.5% | +115.9% | +105.6% | +108.7% |
| 5Y | +136.7% | +28.6% | +108.1% | +83.0% |
| All | +1,167.0% | -2.2% | +1,169.2% | +633.4% |
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