+410.4%
UPRO vs OUST
-62.4%
+472.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +0.1% | +5.2% | -5.2% | -0.9% |
| 30D | -0.9% | -19.3% | +18.4% | +2.9% |
| 3M | +1.9% | -22.6% | +24.6% | +3.7% |
| 6M | +33.1% | +62.8% | -29.7% | +14.0% |
| YTD | +31.8% | +68.3% | -36.6% | +11.1% |
| 1Y | +48.3% | +28.5% | +19.7% | +28.8% |
| 3Y | +221.5% | +554.0% | -332.6% | +73.3% |
| 5Y | +136.7% | -56.2% | +193.0% | +82.3% |
| All | +410.4% | -62.4% | +472.8% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling