+514.1%
UPRO vs REPL
-7.7%
+521.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | +1.5% | -5.7% | +7.2% | +2.0% |
| 30D | -3.7% | +22.5% | -26.2% | -5.9% |
| 3M | +8.0% | +64.7% | -56.7% | -2.5% |
| 6M | +38.7% | +83.0% | -44.4% | +10.5% |
| YTD | +29.5% | +52.0% | -22.4% | +5.1% |
| 1Y | +46.1% | +144.5% | -98.4% | +2.8% |
| 3Y | +229.1% | -25.1% | +254.2% | +104.3% |
| 5Y | +136.0% | -52.9% | +188.9% | +57.7% |
| All | +514.1% | -7.7% | +521.8% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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