+1,506.9%
UPRO vs SHAK
+47.7%
+1,459.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -0.9% | -6.6% | +5.7% | +2.0% |
| 3M | +1.9% | +30.1% | -28.1% | -11.2% |
| 6M | +33.1% | -28.7% | +61.9% | +47.5% |
| YTD | +31.8% | -14.5% | +46.3% | +32.7% |
| 1Y | +48.3% | -31.9% | +80.2% | +64.9% |
| 3Y | +221.5% | -1.0% | +222.4% | +181.2% |
| 5Y | +136.7% | -18.7% | +155.4% | +117.1% |
| 10Y | +1,179.2% | +98.1% | +1,081.1% | +660.8% |
| All | +1,506.9% | +47.7% | +1,459.2% | +892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling