+385.9%
UPRO vs NIO
-43.5%
+429.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | -0.4% |
| 7D | -8.7% | +5.6% | -14.3% | -9.7% |
| 30D | -16.9% | -4.2% | -12.7% | -16.1% |
| 3M | -15.3% | -26.3% | +11.0% | -9.8% |
| 6M | -5.7% | -42.5% | +36.8% | +5.1% |
| YTD | +12.1% | -33.5% | +45.6% | +20.1% |
| 1Y | +16.4% | -52.7% | +69.1% | +33.4% |
| 3Y | +210.5% | -57.5% | +268.0% | +235.0% |
| 5Y | +82.4% | -92.0% | +174.4% | +150.9% |
| All | +385.9% | -43.5% | +429.4% | +349.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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