+1,155.3%
UPRO vs TAP
-52.1%
+1,207.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +1.3% |
| 7D | +1.5% | -2.3% | +3.8% | +3.2% |
| 30D | -3.7% | -9.4% | +5.7% | +3.1% |
| 3M | +8.0% | -0.8% | +8.8% | +6.6% |
| 6M | +38.7% | -14.7% | +53.4% | +51.7% |
| YTD | +29.5% | -13.9% | +43.5% | +38.2% |
| 1Y | +46.1% | -18.6% | +64.7% | +60.6% |
| 3Y | +229.1% | -32.0% | +261.1% | +304.4% |
| 5Y | +136.0% | -1.0% | +137.0% | +103.0% |
| 10Y | +1,155.3% | -51.4% | +1,206.6% | +1,464.5% |
| All | +1,155.3% | -52.1% | +1,207.3% | +1,464.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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