+173.6%
UPRO vs S
-57.8%
+231.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | +1.5% | -5.8% | +7.3% | +3.7% |
| 30D | -3.7% | -9.2% | +5.5% | -0.9% |
| 3M | +8.0% | +23.4% | -15.4% | -1.8% |
| 6M | +38.7% | +36.9% | +1.7% | +19.2% |
| YTD | +29.5% | +29.5% | 0.0% | +13.1% |
| 1Y | +46.1% | +5.4% | +40.7% | +37.2% |
| 3Y | +229.1% | +14.7% | +214.4% | +188.1% |
| 5Y | +136.0% | -71.5% | +207.5% | +170.0% |
| All | +173.6% | -57.8% | +231.3% | +212.0% |
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