+366.2%
UPRO vs OUST
-65.5%
+431.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.3% | +0.5% |
| 7D | +7.4% | -3.8% | +11.2% | +8.2% |
| 30D | -7.9% | +5.1% | -12.9% | -9.2% |
| 3M | -12.0% | -25.8% | +13.8% | -7.8% |
| 6M | -2.0% | -2.0% | +0.1% | -6.4% |
| YTD | +20.4% | +54.7% | -34.3% | +2.3% |
| 1Y | +24.5% | +48.8% | -24.3% | +6.2% |
| 3Y | +224.4% | +607.8% | -383.5% | +71.7% |
| 5Y | +97.6% | -52.7% | +150.3% | +51.5% |
| All | +366.2% | -65.5% | +431.7% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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