+1,170.5%
UPRO vs NTNX
+148.8%
+1,021.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +2.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.2% |
| 30D | -4.2% | +2.0% | -6.2% | -5.1% |
| 3M | +8.1% | +34.0% | -25.9% | -4.9% |
| 6M | +35.2% | +72.4% | -37.1% | +5.1% |
| YTD | +28.4% | +27.5% | +0.9% | +12.4% |
| 1Y | +39.3% | -18.7% | +58.0% | +45.6% |
| 3Y | +219.9% | +80.8% | +139.1% | +130.5% |
| 5Y | +142.8% | +54.5% | +88.3% | +76.1% |
| All | +1,170.5% | +148.8% | +1,021.7% | +618.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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