+81.9%
UPRO vs OUST
-49.1%
+130.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | -2.2% |
| 7D | -8.7% | +17.0% | -25.7% | -11.9% |
| 30D | -16.9% | -16.5% | -0.4% | -14.2% |
| 3M | -15.3% | -23.7% | +8.4% | -11.6% |
| 6M | -5.7% | +18.4% | -24.1% | -14.9% |
| YTD | +12.1% | +60.8% | -48.7% | -7.0% |
| 1Y | +16.4% | +44.2% | -27.8% | -1.6% |
| 3Y | +210.5% | +668.1% | -457.6% | +47.4% |
| All | +81.9% | -49.1% | +130.9% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling