+554.2%
UPRO vs NTR
+97.9%
+456.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | -2.5% | -1.3% | -1.3% | -1.6% |
| 30D | -4.2% | +16.8% | -21.0% | -15.2% |
| 3M | +8.1% | +20.7% | -12.7% | -7.9% |
| 6M | +35.2% | +0.5% | +34.7% | +28.8% |
| YTD | +28.4% | +29.2% | -0.7% | -2.0% |
| 1Y | +39.3% | +39.6% | -0.3% | -1.8% |
| 3Y | +219.9% | +37.9% | +182.0% | +116.4% |
| 5Y | +142.8% | +47.1% | +95.8% | +22.3% |
| All | +554.2% | +97.9% | +456.2% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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