+97.5%
UPRO vs S
-71.1%
+168.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +7.4% | +2.0% | +5.4% | +6.5% |
| 30D | -7.9% | -2.7% | -5.2% | -7.0% |
| 3M | -12.0% | -6.9% | -5.1% | -11.1% |
| 6M | -2.0% | +38.1% | -40.0% | -16.9% |
| YTD | +20.4% | +48.0% | -27.6% | -2.7% |
| 1Y | +24.5% | +34.5% | -10.0% | +4.1% |
| 3Y | +224.4% | +38.3% | +186.0% | +155.8% |
| All | +97.5% | -71.1% | +168.7% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling