+81.9%
UPRO vs TAP
+2.0%
+79.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.8% |
| 7D | -8.7% | +0.5% | -9.2% | -9.0% |
| 30D | -16.9% | +9.1% | -26.0% | -20.7% |
| 3M | -15.3% | -3.8% | -11.5% | -14.5% |
| 6M | -5.7% | -3.4% | -2.3% | -5.9% |
| YTD | +12.1% | -10.6% | +22.7% | +14.5% |
| 1Y | +16.4% | -4.4% | +20.8% | +13.3% |
| 3Y | +210.5% | -24.4% | +234.9% | +243.4% |
| All | +81.9% | +2.0% | +79.9% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling