+1,095.1%
UPRO vs M
-7.1%
+1,102.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.9% |
| 7D | +7.4% | +7.0% | +0.4% | +4.4% |
| 30D | -7.9% | +8.9% | -16.8% | -11.2% |
| 3M | -12.0% | +4.5% | -16.5% | -14.0% |
| 6M | -2.0% | +36.2% | -38.2% | -15.3% |
| YTD | +20.4% | +15.1% | +5.3% | +10.7% |
| 1Y | +24.5% | +27.4% | -2.9% | +9.1% |
| 3Y | +224.4% | +160.1% | +64.2% | +94.6% |
| 5Y | +97.6% | -1.6% | +99.2% | +71.1% |
| All | +1,095.1% | -7.1% | +1,102.2% | +613.4% |
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