+1.6%
UPRO vs RUN
-37.7%
+39.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.2% | +3.2% |
| 7D | -3.8% | +3.2% | -7.0% | -5.0% |
| 30D | -8.9% | +19.5% | -28.4% | -13.8% |
| 3M | -7.4% | -9.6% | +2.1% | -4.8% |
| 6M | +1.6% | -37.3% | +38.9% | +16.3% |
| All | +1.6% | -37.7% | +39.2% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling