+178.3%
UPRO vs S
-56.8%
+235.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +0.1% | -7.7% | +7.8% | +3.0% |
| 30D | -0.9% | -5.3% | +4.4% | +0.4% |
| 3M | +1.9% | +20.3% | -18.3% | -6.3% |
| 6M | +33.1% | +47.4% | -14.3% | +11.1% |
| YTD | +31.8% | +32.5% | -0.7% | +14.0% |
| 1Y | +48.3% | +9.5% | +38.7% | +37.1% |
| 3Y | +221.5% | +15.5% | +206.0% | +180.4% |
| 5Y | +136.7% | -71.2% | +208.0% | +168.6% |
| All | +178.3% | -56.8% | +235.1% | +214.7% |
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