+147.2%
UPRO vs UMAC
+549.5%
-402.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.3% | -11.0% | -2.4% |
| 7D | +1.5% | +14.7% | -13.2% | +0.4% |
| 30D | -3.7% | -0.5% | -3.2% | -4.1% |
| 3M | +8.0% | +0.5% | +7.5% | +6.7% |
| 6M | +38.7% | +57.9% | -19.3% | +30.4% |
| YTD | +29.5% | +103.9% | -74.4% | +18.9% |
| 1Y | +46.1% | +159.3% | -113.2% | +31.0% |
| All | +147.2% | +549.5% | -402.3% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling