+218.1%
UPRO vs SHAK
-3.6%
+221.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | +1.1% |
| 7D | -1.3% | -7.2% | +5.9% | +1.5% |
| 30D | -5.0% | -11.8% | +6.8% | -0.5% |
| 3M | +7.5% | +17.2% | -9.7% | -0.6% |
| 6M | +33.2% | -34.1% | +67.4% | +51.1% |
| YTD | +27.7% | -22.4% | +50.1% | +33.2% |
| 1Y | +43.0% | -35.9% | +79.0% | +62.0% |
| All | +218.1% | -3.6% | +221.7% | +198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling