+1,151.4%
UPRO vs RUN
-25.4%
+1,176.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.4% | +7.6% |
| 7D | -0.9% | +18.1% | -18.9% | -5.7% |
| 30D | -11.4% | +27.5% | -38.9% | -17.8% |
| 3M | -10.9% | -4.5% | -6.4% | -11.3% |
| 6M | -0.5% | -33.3% | +32.8% | +7.5% |
| YTD | +19.9% | -47.1% | +66.9% | +31.8% |
| 1Y | +24.2% | -43.1% | +67.3% | +33.4% |
| 3Y | +236.9% | -3.0% | +239.9% | +121.1% |
| 5Y | +96.6% | -82.6% | +179.2% | +97.8% |
| 10Y | +1,091.6% | +103.3% | +988.3% | +458.6% |
| All | +1,151.4% | -25.4% | +1,176.8% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling