+139.2%
UPRO vs UPST
-88.8%
+228.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +0.1% | -3.5% | +3.6% | +0.9% |
| 30D | -0.9% | -7.1% | +6.2% | +0.7% |
| 3M | +1.9% | -13.1% | +15.0% | +5.3% |
| 6M | +33.1% | -1.1% | +34.2% | +32.3% |
| YTD | +31.8% | -35.9% | +67.6% | +43.5% |
| 1Y | +48.3% | -57.4% | +105.7% | +75.7% |
| 3Y | +221.5% | -14.9% | +236.3% | +181.2% |
| All | +139.2% | -88.8% | +228.0% | +134.0% |
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