+97.5%
UPRO vs NIO
-93.2%
+190.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | +0.1% |
| 7D | +7.4% | -14.5% | +21.9% | +12.1% |
| 30D | -7.9% | -15.0% | +7.1% | -3.6% |
| 3M | -12.0% | -35.6% | +23.5% | -0.8% |
| 6M | -2.0% | -55.7% | +53.7% | +21.9% |
| YTD | +20.4% | -43.1% | +63.5% | +37.5% |
| 1Y | +24.5% | -53.5% | +78.0% | +50.1% |
| 3Y | +224.4% | -59.8% | +284.2% | +260.1% |
| All | +97.5% | -93.2% | +190.7% | +242.7% |
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