+289.4%
UPRO vs UPST
-14.4%
+303.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.3% | +6.7% |
| 7D | -0.9% | +4.4% | -5.3% | -1.5% |
| 30D | -11.4% | -7.7% | -3.8% | -10.1% |
| 3M | -10.9% | -28.4% | +17.5% | -5.5% |
| 6M | -0.5% | -23.2% | +22.6% | +4.0% |
| YTD | +19.9% | -49.1% | +69.0% | +33.4% |
| 1Y | +24.2% | -42.4% | +66.6% | +34.9% |
| 3Y | +236.9% | +5.4% | +231.6% | +206.8% |
| 5Y | +96.6% | -92.9% | +189.5% | +92.3% |
| All | +289.4% | -14.4% | +303.8% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling