+285.0%
UPRO vs UPST
-21.5%
+306.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | +0.4% |
| 7D | -2.9% | -4.5% | +1.6% | -2.0% |
| 30D | -12.4% | -15.3% | +2.9% | -9.8% |
| 3M | -11.9% | -32.4% | +20.6% | -5.5% |
| 6M | -1.7% | -29.5% | +27.9% | +4.4% |
| YTD | +18.5% | -53.3% | +71.9% | +33.9% |
| 1Y | +17.5% | -47.4% | +64.9% | +29.7% |
| 3Y | +218.4% | -2.2% | +220.6% | +193.8% |
| 5Y | +99.1% | -92.0% | +191.2% | +96.9% |
| All | +285.0% | -21.5% | +306.5% | +277.5% |
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