+136.7%
UPRO vs S
-52.7%
+189.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -8.7% | -13.4% | +4.8% | -3.4% |
| 30D | -16.9% | -14.0% | -2.9% | -12.2% |
| 3M | -15.3% | +4.9% | -20.1% | -18.3% |
| 6M | -5.7% | +42.0% | -47.7% | -20.1% |
| YTD | +12.1% | +45.1% | -33.1% | -7.3% |
| 1Y | +16.4% | +33.1% | -16.6% | -1.0% |
| 3Y | +210.5% | +40.6% | +169.9% | +149.4% |
| 5Y | +82.4% | -67.5% | +149.9% | +99.6% |
| All | +136.7% | -52.7% | +189.4% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling