+46.1%
UPRO vs UPST
-59.7%
+105.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.4% |
| 7D | +1.5% | -1.5% | +3.0% | +2.0% |
| 30D | -3.7% | -13.2% | +9.5% | +0.7% |
| 3M | +8.0% | -13.0% | +20.9% | +12.5% |
| 6M | +38.7% | -2.9% | +41.5% | +37.9% |
| YTD | +29.5% | -38.3% | +67.9% | +43.5% |
| 1Y | +46.1% | -60.5% | +106.5% | +70.2% |
| All | +46.1% | -59.7% | +105.8% | +70.2% |
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