+13,342.5%
UPRO vs ULTA
+5,917.2%
+7,425.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.0% |
| 7D | +0.1% | +9.0% | -8.9% | -5.2% |
| 30D | -0.9% | +4.6% | -5.5% | -4.2% |
| 3M | +1.9% | +22.0% | -20.0% | -11.0% |
| 6M | +33.1% | -14.7% | +47.8% | +42.9% |
| YTD | +31.8% | -6.8% | +38.5% | +33.2% |
| 1Y | +48.3% | +6.5% | +41.7% | +36.3% |
| 3Y | +221.5% | +35.6% | +185.9% | +142.0% |
| 5Y | +136.7% | +47.6% | +89.1% | +72.5% |
| 10Y | +1,179.2% | +128.9% | +1,050.3% | +587.0% |
| All | +13,342.5% | +5,917.2% | +7,425.3% | +1,137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling