+137.1%
UPRO vs MKTX
-60.6%
+197.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.0% | -0.2% | -5.9% | -5.9% |
| 30D | -5.8% | +0.8% | -6.6% | -6.1% |
| 3M | +10.8% | +41.1% | -30.3% | -4.6% |
| 6M | +31.6% | -9.5% | +41.1% | +36.0% |
| YTD | +25.4% | -8.7% | +34.1% | +28.5% |
| 1Y | +39.2% | -10.0% | +49.2% | +42.7% |
| 3Y | +218.5% | -24.6% | +243.1% | +222.8% |
| 5Y | +137.1% | -60.3% | +197.3% | +215.1% |
| All | +137.1% | -60.6% | +197.6% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling