+100.1%
UPRO vs UPST
-92.2%
+192.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.8% | +0.7% |
| 7D | +9.7% | -13.5% | +23.2% | +13.5% |
| 30D | -9.8% | -19.6% | +9.9% | -5.0% |
| 3M | -9.1% | -34.2% | +25.1% | +0.3% |
| 6M | +0.9% | -31.2% | +32.1% | +9.8% |
| YTD | +21.9% | -56.2% | +78.1% | +45.4% |
| 1Y | +19.8% | -51.7% | +71.5% | +39.1% |
| 3Y | +227.4% | -8.2% | +235.6% | +185.3% |
| 5Y | +100.1% | -92.8% | +192.8% | +136.0% |
| All | +100.1% | -92.2% | +192.3% | +136.0% |
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