+136.0%
UPRO vs RUN
-80.3%
+216.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.5% |
| 7D | +1.5% | +10.2% | -8.7% | -0.7% |
| 30D | -3.7% | -9.6% | +5.9% | -1.8% |
| 3M | +8.0% | -31.5% | +39.5% | +16.0% |
| 6M | +38.7% | -18.7% | +57.3% | +42.8% |
| YTD | +29.5% | -49.9% | +79.4% | +43.6% |
| 1Y | +46.1% | -45.5% | +91.6% | +57.1% |
| 3Y | +229.1% | -34.1% | +263.2% | +152.1% |
| 5Y | +136.0% | -79.4% | +215.4% | +131.5% |
| All | +136.0% | -80.3% | +216.3% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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