+359.1%
UPRO vs OUST
-60.6%
+419.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.9% | +31.9% | -34.8% | -8.2% |
| 30D | -12.4% | -4.2% | -8.2% | -12.2% |
| 3M | -11.9% | -9.3% | -2.6% | -11.3% |
| 6M | -1.7% | +51.7% | -53.3% | -14.5% |
| YTD | +18.5% | +76.6% | -58.1% | -1.8% |
| 1Y | +17.5% | +48.9% | -31.4% | +0.2% |
| 3Y | +218.4% | +675.3% | -456.9% | +65.7% |
| 5Y | +99.1% | -44.0% | +143.2% | +48.3% |
| All | +359.1% | -60.6% | +419.7% | +254.7% |
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