+419.7%
UPRO vs NIO
-43.2%
+462.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +6.8% |
| 7D | -0.9% | +6.9% | -7.8% | -2.2% |
| 30D | -11.4% | -4.7% | -6.7% | -10.5% |
| 3M | -10.9% | -28.1% | +17.2% | -4.7% |
| 6M | -0.5% | -41.7% | +41.2% | +10.5% |
| YTD | +19.9% | -33.1% | +53.0% | +28.3% |
| 1Y | +24.2% | -50.3% | +74.5% | +40.9% |
| 3Y | +236.9% | -54.4% | +291.3% | +258.1% |
| 5Y | +96.6% | -91.6% | +188.2% | +168.6% |
| All | +419.7% | -43.2% | +462.8% | +380.2% |
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