+218.1%
UPRO vs NTR
+40.7%
+177.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | -5.0% | +21.7% | -26.8% | -10.2% |
| 3M | +7.5% | +22.8% | -15.3% | +1.0% |
| 6M | +33.2% | +8.2% | +25.0% | +28.5% |
| YTD | +27.7% | +32.9% | -5.2% | +12.1% |
| 1Y | +43.0% | +45.3% | -2.3% | +19.6% |
| All | +218.1% | +40.7% | +177.4% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling