+208.0%
UPRO vs OUST
+537.2%
-329.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -9.0% | -4.2% | -11.4% |
| 7D | -14.4% | -5.0% | -9.3% | -13.5% |
| 30D | -18.2% | -32.0% | +13.8% | -12.4% |
| 3M | -16.4% | -32.4% | +15.9% | -11.0% |
| 6M | -2.6% | +6.7% | -9.3% | -8.8% |
| YTD | +11.1% | +41.0% | -29.9% | -2.8% |
| 1Y | +11.8% | +18.0% | -6.2% | +0.5% |
| All | +208.0% | +537.2% | -329.2% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling