+1,186.4%
UPRO vs NYT
+489.9%
+696.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.1% |
| 30D | -4.2% | +4.6% | -8.8% | -7.4% |
| 3M | +8.1% | -9.6% | +17.6% | +13.3% |
| 6M | +35.2% | -14.0% | +49.2% | +45.4% |
| YTD | +28.4% | -2.8% | +31.3% | +25.1% |
| 1Y | +39.3% | +15.6% | +23.7% | +17.9% |
| 3Y | +219.9% | +56.3% | +163.6% | +108.7% |
| 5Y | +142.8% | +39.5% | +103.3% | +67.8% |
| All | +1,186.4% | +489.9% | +696.5% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling