+17.5%
UPRO vs OUST
+41.3%
-23.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.9% | +31.9% | -34.8% | -8.8% |
| 30D | -12.4% | -4.2% | -8.2% | -12.4% |
| 3M | -11.9% | -9.3% | -2.6% | -11.5% |
| 6M | -1.7% | +51.7% | -53.3% | -17.2% |
| YTD | +18.5% | +76.6% | -58.1% | -9.4% |
| 1Y | +17.5% | +48.9% | -31.4% | -5.9% |
| All | +17.5% | +41.3% | -23.8% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling