+139.2%
UPRO vs S
-71.4%
+210.6%
-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% | -1.6% | -1.4% |
| 7D | +0.1% | -7.7% | +7.8% | +3.1% |
| 30D | -0.9% | -5.3% | +4.4% | +0.4% |
| 3M | +1.9% | +20.3% | -18.3% | -6.7% |
| 6M | +33.1% | +47.4% | -14.3% | +10.1% |
| YTD | +31.8% | +32.5% | -0.7% | +13.2% |
| 1Y | +48.3% | +9.5% | +38.7% | +36.5% |
| 3Y | +221.5% | +15.5% | +206.0% | +177.2% |
| All | +139.2% | -71.4% | +210.6% | +192.9% |
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