+141.2%
UPRO vs NYT
+38.8%
+102.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.2% |
| 30D | -4.2% | +4.6% | -8.8% | -7.1% |
| 3M | +8.1% | -9.6% | +17.6% | +12.9% |
| 6M | +35.2% | -14.0% | +49.2% | +44.8% |
| YTD | +28.4% | -2.8% | +31.3% | +24.7% |
| 1Y | +39.3% | +15.6% | +23.7% | +17.4% |
| 3Y | +219.9% | +56.3% | +163.6% | +103.6% |
| All | +141.2% | +38.8% | +102.4% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling