+135.9%
UPRO vs UDR
-20.7%
+156.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | +0.7% |
| 7D | -1.3% | -3.3% | +1.9% | +2.3% |
| 30D | -5.0% | -5.6% | +0.6% | +1.0% |
| 3M | +7.5% | -9.4% | +16.9% | +18.1% |
| 6M | +33.2% | -3.0% | +36.2% | +33.9% |
| YTD | +27.7% | -0.4% | +28.1% | +23.3% |
| 1Y | +43.0% | -5.1% | +48.2% | +45.4% |
| 3Y | +224.4% | +4.2% | +220.2% | +192.1% |
| 5Y | +135.9% | -19.5% | +155.4% | +235.9% |
| All | +135.9% | -20.7% | +156.5% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling