+12,689.3%
UPRO vs NTRS
+454.8%
+12,234.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -3.6% |
| 7D | -6.0% | +0.3% | -6.3% | -6.5% |
| 30D | -5.8% | +0.2% | -5.9% | -6.2% |
| 3M | +10.8% | +13.2% | -2.4% | -6.3% |
| 6M | +31.6% | +36.9% | -5.4% | -14.0% |
| YTD | +25.4% | +39.1% | -13.7% | -20.5% |
| 1Y | +39.2% | +50.4% | -11.2% | -20.6% |
| 3Y | +218.5% | +166.8% | +51.7% | -16.3% |
| 5Y | +137.1% | +92.9% | +44.2% | -3.5% |
| 10Y | +1,208.2% | +255.7% | +952.5% | +140.6% |
| All | +12,689.3% | +454.8% | +12,234.5% | +1,269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling