+81.9%
UPRO vs UPST
-93.6%
+175.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.1% |
| 7D | -8.7% | -4.9% | -3.8% | -7.5% |
| 30D | -16.9% | -8.9% | -8.0% | -15.1% |
| 3M | -15.3% | -26.3% | +11.1% | -9.1% |
| 6M | -5.7% | -23.7% | +18.0% | +0.1% |
| YTD | +12.1% | -49.9% | +62.0% | +29.5% |
| 1Y | +16.4% | -42.0% | +58.4% | +29.5% |
| 3Y | +210.5% | -25.3% | +235.8% | +180.7% |
| All | +81.9% | -93.6% | +175.5% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling