+97.5%
UPRO vs REPL
-35.0%
+132.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +7.4% | +1.2% | +6.2% | +7.3% |
| 30D | -7.9% | +92.2% | -100.1% | -11.2% |
| 3M | -12.0% | +44.1% | -56.1% | -14.0% |
| 6M | -2.0% | +313.0% | -315.0% | -13.3% |
| YTD | +20.4% | +125.2% | -104.8% | +6.0% |
| 1Y | +24.5% | +143.8% | -119.3% | +8.9% |
| 3Y | +224.4% | +104.2% | +120.2% | +115.0% |
| All | +97.5% | -35.0% | +132.5% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling