+231.9%
UPRO vs M
+159.6%
+72.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.3% |
| 7D | -3.8% | -3.3% | -0.5% | -2.3% |
| 30D | -8.9% | +8.1% | -16.9% | -11.6% |
| 3M | -7.4% | +2.2% | -9.7% | -8.5% |
| 6M | +1.6% | +35.1% | -33.6% | -11.1% |
| YTD | +23.2% | +15.8% | +7.3% | +13.7% |
| 1Y | +21.2% | +25.8% | -4.6% | +7.8% |
| All | +231.9% | +159.6% | +72.3% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling