+524.7%
UPRO vs REPL
-6.0%
+530.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +0.1% | -3.0% | +3.0% | +0.3% |
| 30D | -0.9% | +27.1% | -28.0% | -3.5% |
| 3M | +1.9% | +52.4% | -50.4% | -7.2% |
| 6M | +33.1% | +107.4% | -74.3% | +4.1% |
| YTD | +31.8% | +54.7% | -22.9% | +6.7% |
| 1Y | +48.3% | +158.9% | -110.6% | +3.4% |
| 3Y | +221.5% | -23.7% | +245.2% | +99.3% |
| 5Y | +136.7% | -54.3% | +191.1% | +60.1% |
| All | +524.7% | -6.0% | +530.7% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling