+2,845.2%
UPRO vs NWSA
+127.4%
+2,717.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | +0.7% |
| 7D | +0.1% | -1.9% | +1.9% | +2.1% |
| 30D | -0.9% | +4.6% | -5.5% | -5.9% |
| 3M | +1.9% | +13.2% | -11.3% | -12.9% |
| 6M | +33.1% | +27.0% | +6.1% | -0.2% |
| YTD | +31.8% | +16.8% | +15.0% | +6.5% |
| 1Y | +48.3% | +4.5% | +43.8% | +33.6% |
| 3Y | +221.5% | +46.2% | +175.2% | +107.8% |
| 5Y | +136.7% | +40.9% | +95.8% | +62.6% |
| 10Y | +1,179.2% | +145.1% | +1,034.0% | +377.5% |
| All | +2,845.2% | +127.4% | +2,717.8% | +1,127.6% |
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