+13,342.5%
UPRO vs UDR
+596.6%
+12,745.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.1% | -2.0% | +2.1% | +2.4% |
| 30D | -0.9% | -5.2% | +4.3% | +5.1% |
| 3M | +1.9% | -5.8% | +7.7% | +7.2% |
| 6M | +33.1% | -1.7% | +34.8% | +32.3% |
| YTD | +31.8% | +2.4% | +29.4% | +23.9% |
| 1Y | +48.3% | -2.1% | +50.4% | +45.5% |
| 3Y | +221.5% | +4.2% | +217.3% | +192.0% |
| 5Y | +136.7% | -20.0% | +156.7% | +209.2% |
| 10Y | +1,179.2% | +44.6% | +1,134.5% | +827.4% |
| All | +13,342.5% | +596.6% | +12,745.9% | +2,718.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling