+21.2%
UPRO vs NWSA
+1.1%
+20.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.6% |
| 7D | -3.8% | -12.2% | +8.4% | +0.7% |
| 30D | -8.9% | -8.7% | -0.2% | -5.2% |
| 3M | -7.4% | -6.0% | -1.5% | -4.0% |
| 6M | +1.6% | -0.3% | +1.9% | +4.3% |
| YTD | +23.2% | +3.5% | +19.7% | +25.4% |
| 1Y | +21.2% | +0.8% | +20.5% | +26.3% |
| All | +21.2% | +1.1% | +20.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling