+18.8%
UPRO vs UPST
-44.0%
+62.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.3% | +6.3% |
| 7D | -0.9% | +4.4% | -5.3% | -2.1% |
| 30D | -11.4% | -7.7% | -3.8% | -9.0% |
| 3M | -10.9% | -28.4% | +17.5% | -0.3% |
| 6M | -0.5% | -23.2% | +22.6% | +8.3% |
| YTD | +19.9% | -49.1% | +69.0% | +41.6% |
| All | +18.8% | -44.0% | +62.8% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling