+471.3%
UPRO vs NIO
-36.7%
+508.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.1% | -13.0% | +13.1% | +2.9% |
| 30D | -0.9% | -18.3% | +17.4% | +3.2% |
| 3M | +1.9% | -33.2% | +35.1% | +10.5% |
| 6M | +33.1% | -21.5% | +54.6% | +38.2% |
| YTD | +31.8% | -25.5% | +57.3% | +37.9% |
| 1Y | +48.3% | -38.0% | +86.3% | +59.8% |
| 3Y | +221.5% | -65.5% | +286.9% | +260.4% |
| 5Y | +136.7% | -90.6% | +227.3% | +215.4% |
| All | +471.3% | -36.7% | +508.0% | +416.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling