+483.9%
UPRO vs REPL
+36.1%
+447.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.4% | +10.4% | +4.5% |
| 7D | -3.8% | +5.3% | -9.0% | -4.3% |
| 30D | -8.9% | +66.6% | -75.5% | -13.7% |
| 3M | -7.4% | +59.6% | -67.0% | -12.3% |
| 6M | +1.6% | +482.4% | -480.8% | -23.7% |
| YTD | +23.2% | +124.1% | -100.9% | -4.4% |
| 1Y | +21.2% | +138.6% | -117.3% | -6.8% |
| 3Y | +230.8% | +96.0% | +134.8% | +67.9% |
| 5Y | +106.7% | -35.4% | +142.1% | +35.3% |
| All | +483.9% | +36.1% | +447.7% | +122.5% |
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