+81.9%
UPRO vs NIO
-92.1%
+173.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | -0.8% |
| 7D | -8.7% | +5.6% | -14.3% | -10.0% |
| 30D | -16.9% | -4.2% | -12.7% | -15.8% |
| 3M | -15.3% | -26.3% | +11.0% | -7.9% |
| 6M | -5.7% | -42.5% | +36.8% | +9.0% |
| YTD | +12.1% | -33.5% | +45.6% | +22.7% |
| 1Y | +16.4% | -52.7% | +69.1% | +39.7% |
| 3Y | +210.5% | -57.5% | +268.0% | +242.0% |
| All | +81.9% | -92.1% | +173.9% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling