+24.5%
UPRO vs UMAC
+8.8%
+15.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | +7.4% | -5.2% | +12.6% | +8.1% |
| 30D | -7.9% | -36.4% | +28.5% | -3.3% |
| 3M | -12.0% | -58.6% | +46.6% | -4.3% |
| 6M | -2.0% | -24.6% | +22.7% | -1.5% |
| YTD | +20.4% | -11.5% | +31.8% | +13.6% |
| 1Y | +24.5% | +16.9% | +7.6% | +11.1% |
| All | +24.5% | +8.8% | +15.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling