+1,186.4%
UPRO vs MKTX
+5.0%
+1,181.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -4.2% | +0.7% | -5.0% | -4.6% |
| 3M | +8.1% | +40.8% | -32.7% | -13.2% |
| 6M | +35.2% | -8.0% | +43.2% | +37.8% |
| YTD | +28.4% | -8.7% | +37.2% | +30.6% |
| 1Y | +39.3% | -11.8% | +51.1% | +43.0% |
| 3Y | +219.9% | -24.0% | +243.9% | +222.9% |
| 5Y | +142.8% | -60.3% | +203.1% | +281.1% |
| All | +1,186.4% | +5.0% | +1,181.4% | +1,114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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