+39.3%
UPRO vs MKTX
-10.6%
+49.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -4.2% | +0.7% | -5.0% | -4.2% |
| 3M | +8.1% | +40.8% | -32.7% | +8.6% |
| 6M | +35.2% | -8.0% | +43.2% | +26.9% |
| YTD | +28.4% | -8.7% | +37.2% | +19.5% |
| 1Y | +39.3% | -11.8% | +51.1% | +27.5% |
| All | +39.3% | -10.6% | +49.8% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling