+1,186.4%
UPRO vs TROW
+130.0%
+1,056.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +4.0% |
| 7D | -2.5% | -3.2% | +0.6% | +1.8% |
| 30D | -4.2% | -4.6% | +0.4% | +2.0% |
| 3M | +8.1% | -0.7% | +8.7% | +7.1% |
| 6M | +35.2% | +22.2% | +13.0% | +0.9% |
| YTD | +28.4% | +6.6% | +21.8% | +14.0% |
| 1Y | +39.3% | +5.8% | +33.4% | +24.4% |
| 3Y | +219.9% | +11.6% | +208.3% | +168.0% |
| 5Y | +142.8% | -38.9% | +181.8% | +406.7% |
| All | +1,186.4% | +130.0% | +1,056.4% | +667.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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