+97.5%
UPRO vs UPST
-92.5%
+190.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.8% |
| 7D | +7.4% | -10.6% | +18.1% | +10.3% |
| 30D | -7.9% | -14.0% | +6.1% | -4.6% |
| 3M | -12.0% | -36.8% | +24.8% | -1.9% |
| 6M | -2.0% | -27.5% | +25.6% | +5.3% |
| YTD | +20.4% | -55.3% | +75.7% | +42.9% |
| 1Y | +24.5% | -47.5% | +72.1% | +41.8% |
| 3Y | +224.4% | -10.4% | +234.8% | +184.1% |
| All | +97.5% | -92.5% | +190.0% | +131.2% |
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 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