+1,186.4%
UPRO vs SHAK
+87.2%
+1,099.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.7% | +0.8% |
| 7D | -2.5% | -8.3% | +5.7% | +1.8% |
| 30D | -4.2% | -12.6% | +8.4% | +2.4% |
| 3M | +8.1% | +9.1% | -1.1% | +1.2% |
| 6M | +35.2% | -31.2% | +66.5% | +53.9% |
| YTD | +28.4% | -21.6% | +50.0% | +34.6% |
| 1Y | +39.3% | -38.8% | +78.0% | +65.5% |
| 3Y | +219.9% | +0.6% | +219.3% | +164.6% |
| 5Y | +142.8% | -22.5% | +165.4% | +118.5% |
| All | +1,186.4% | +87.2% | +1,099.2% | +525.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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