+12,927.4%
UPRO vs NYT
+1,356.6%
+11,570.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | 0.0% |
| 7D | -1.3% | -1.6% | +0.3% | -0.3% |
| 30D | -5.0% | +2.8% | -7.8% | -6.9% |
| 3M | +7.5% | -9.2% | +16.7% | +12.3% |
| 6M | +33.2% | -17.1% | +50.3% | +46.7% |
| YTD | +27.7% | -3.2% | +31.0% | +25.4% |
| 1Y | +43.0% | +15.7% | +27.3% | +22.8% |
| 3Y | +224.4% | +55.7% | +168.7% | +121.5% |
| 5Y | +135.9% | +39.4% | +96.5% | +72.0% |
| 10Y | +1,232.5% | +485.6% | +747.0% | +269.3% |
| All | +12,927.4% | +1,356.6% | +11,570.9% | +1,929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling