+334.1%
UPRO vs OUST
-64.1%
+398.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | -2.0% |
| 7D | -8.7% | +17.0% | -25.7% | -11.7% |
| 30D | -16.9% | -16.5% | -0.4% | -14.4% |
| 3M | -15.3% | -23.7% | +8.4% | -11.8% |
| 6M | -5.7% | +18.4% | -24.1% | -14.1% |
| YTD | +12.1% | +60.8% | -48.7% | -5.4% |
| 1Y | +16.4% | +44.2% | -27.8% | -0.1% |
| 3Y | +210.5% | +668.1% | -457.6% | +61.3% |
| 5Y | +82.4% | -48.8% | +131.2% | +38.3% |
| All | +334.1% | -64.1% | +398.2% | +241.7% |
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