+2,624.1%
UPRO vs NWSA
+97.3%
+2,526.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | +1.1% |
| 7D | +9.7% | -0.8% | +10.5% | +10.6% |
| 30D | -9.8% | -11.3% | +1.6% | +1.9% |
| 3M | -9.1% | -8.1% | -1.0% | -1.9% |
| 6M | +0.9% | -0.7% | +1.6% | -2.5% |
| YTD | +21.9% | +1.3% | +20.6% | +13.2% |
| 1Y | +19.8% | -1.3% | +21.1% | +14.4% |
| 3Y | +227.4% | +28.4% | +199.0% | +140.2% |
| 5Y | +100.1% | +15.3% | +84.8% | +68.4% |
| 10Y | +1,112.3% | +142.7% | +969.6% | +363.2% |
| All | +2,624.1% | +97.3% | +2,526.8% | +1,204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling