+135.9%
UPRO vs TRU
-36.4%
+172.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | -1.3% | -6.5% | +5.2% | +3.7% |
| 30D | -5.0% | -2.5% | -2.5% | -3.7% |
| 3M | +7.5% | +10.4% | -2.9% | -3.3% |
| 6M | +33.2% | +1.6% | +31.6% | +26.4% |
| YTD | +27.7% | -9.7% | +37.4% | +30.4% |
| 1Y | +43.0% | -17.3% | +60.3% | +54.6% |
| 3Y | +224.4% | -1.8% | +226.3% | +191.8% |
| 5Y | +135.9% | -36.2% | +172.1% | +289.6% |
| All | +135.9% | -36.4% | +172.3% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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