+106.7%
UPRO vs NWSA
+18.7%
+88.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.1% |
| 7D | -3.8% | -12.2% | +8.4% | +10.0% |
| 30D | -8.9% | -8.7% | -0.2% | -0.3% |
| 3M | -7.4% | -6.0% | -1.5% | -2.6% |
| 6M | +1.6% | -0.3% | +1.9% | -2.4% |
| YTD | +23.2% | +3.5% | +19.7% | +11.4% |
| 1Y | +21.2% | +0.8% | +20.5% | +13.1% |
| 3Y | +230.8% | +31.1% | +199.7% | +128.3% |
| 5Y | +106.7% | +18.8% | +87.9% | +59.8% |
| All | +106.7% | +18.7% | +88.0% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling