+1,186.4%
UPRO vs NTRS
+259.9%
+926.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +1.2% |
| 7D | -2.5% | +1.4% | -3.9% | -4.2% |
| 30D | -4.2% | -0.7% | -3.6% | -3.6% |
| 3M | +8.1% | +11.3% | -3.3% | -5.7% |
| 6M | +35.2% | +35.5% | -0.3% | -7.9% |
| YTD | +28.4% | +40.6% | -12.2% | -17.1% |
| 1Y | +39.3% | +49.2% | -10.0% | -16.7% |
| 3Y | +219.9% | +167.2% | +52.7% | -8.3% |
| 5Y | +142.8% | +94.9% | +47.9% | +5.6% |
| All | +1,186.4% | +259.9% | +926.5% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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