+328.1%
UPRO vs UPST
+7.9%
+320.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.1% | -3.5% | +3.6% | +0.7% |
| 30D | -0.9% | -7.1% | +6.2% | +0.3% |
| 3M | +1.9% | -13.1% | +15.0% | +4.5% |
| 6M | +33.1% | -1.1% | +34.2% | +32.6% |
| YTD | +31.8% | -35.9% | +67.6% | +40.7% |
| 1Y | +48.3% | -57.4% | +105.7% | +68.6% |
| 3Y | +221.5% | -14.9% | +236.3% | +197.7% |
| 5Y | +136.7% | -88.7% | +225.4% | +121.2% |
| All | +328.1% | +7.9% | +320.2% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling