+39.2%
UPRO vs UMAC
+138.6%
-99.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | -6.0% | -4.0% | -2.0% | -5.6% |
| 30D | -5.8% | -9.4% | +3.6% | -5.5% |
| 3M | +10.8% | +3.0% | +7.8% | +8.3% |
| 6M | +31.6% | +27.2% | +4.4% | +21.2% |
| YTD | +25.4% | +84.7% | -59.3% | +6.7% |
| 1Y | +39.2% | +136.5% | -97.2% | +14.8% |
| All | +39.2% | +138.6% | -99.4% | +14.8% |
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