+153.1%
UPRO vs S
-48.9%
+202.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.0% | -1.1% | +3.9% |
| 7D | -0.9% | +1.6% | -2.4% | -1.1% |
| 30D | -11.4% | -10.5% | -1.0% | -7.8% |
| 3M | -10.9% | +9.9% | -20.8% | -15.6% |
| 6M | -0.5% | +41.8% | -42.3% | -15.5% |
| YTD | +19.9% | +56.8% | -36.9% | -3.7% |
| 1Y | +24.2% | +39.0% | -14.8% | +4.0% |
| 3Y | +236.9% | +53.8% | +183.1% | +161.7% |
| 5Y | +96.6% | -68.6% | +165.1% | +112.0% |
| All | +153.1% | -48.9% | +202.0% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling