+210.5%
UPRO vs M
+100.8%
+109.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +2.6% |
| 7D | -8.7% | -4.3% | -4.4% | -6.9% |
| 30D | -16.9% | +1.3% | -18.2% | -17.3% |
| 3M | -15.3% | -7.4% | -7.9% | -13.0% |
| 6M | -5.7% | +18.3% | -24.1% | -13.0% |
| YTD | +12.1% | +7.6% | +4.5% | +6.6% |
| 1Y | +16.4% | +17.4% | -1.0% | +6.5% |
| 3Y | +210.5% | +108.4% | +102.2% | +122.8% |
| All | +210.5% | +100.8% | +109.7% | +122.8% |
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 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