+559.8%
UPRO vs NTR
+103.6%
+456.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.8% |
| 7D | +1.5% | +3.8% | -2.4% | -1.4% |
| 30D | -3.7% | +25.2% | -29.0% | -19.1% |
| 3M | +8.0% | +21.0% | -13.0% | -8.0% |
| 6M | +38.7% | +7.6% | +31.1% | +25.1% |
| YTD | +29.5% | +32.9% | -3.3% | -3.2% |
| 1Y | +46.1% | +43.1% | +3.0% | +1.2% |
| 3Y | +229.1% | +41.6% | +187.5% | +118.3% |
| 5Y | +136.0% | +54.8% | +81.2% | +13.1% |
| All | +559.8% | +103.6% | +456.2% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling