+219.9%
UPRO vs ULTA
+31.2%
+188.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.4% | +1.5% |
| 7D | -2.5% | -3.1% | +0.5% | -1.2% |
| 30D | -4.2% | +2.8% | -7.0% | -5.7% |
| 3M | +8.1% | +14.8% | -6.7% | +0.7% |
| 6M | +35.2% | -16.2% | +51.5% | +45.1% |
| YTD | +28.4% | -9.6% | +38.1% | +32.1% |
| 1Y | +39.3% | +4.8% | +34.5% | +31.5% |
| 3Y | +219.9% | +30.7% | +189.2% | +138.2% |
| All | +219.9% | +31.2% | +188.7% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling