+1,095.1%
UPRO vs UDR
+54.6%
+1,040.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.2% |
| 7D | +7.4% | -0.4% | +7.8% | +7.9% |
| 30D | -7.9% | +7.8% | -15.6% | -16.0% |
| 3M | -12.0% | -2.8% | -9.2% | -9.8% |
| 6M | -2.0% | -1.4% | -0.5% | -3.1% |
| YTD | +20.4% | +3.4% | +17.0% | +10.9% |
| 1Y | +24.5% | +9.9% | +14.6% | +6.0% |
| 3Y | +224.4% | +28.5% | +195.9% | +123.9% |
| 5Y | +97.6% | -20.5% | +118.1% | +161.8% |
| All | +1,095.1% | +54.6% | +1,040.4% | +925.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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