+1,067.6%
UPRO vs URA
+278.3%
+789.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -2.3% |
| 7D | -8.7% | -4.1% | -4.6% | -5.7% |
| 30D | -16.9% | -19.0% | +2.1% | -3.3% |
| 3M | -15.3% | -25.1% | +9.9% | +3.1% |
| 6M | -5.7% | -44.5% | +38.8% | +40.7% |
| YTD | +12.1% | -24.3% | +36.4% | +28.1% |
| 1Y | +16.4% | -28.1% | +44.5% | +37.4% |
| 3Y | +210.5% | +40.7% | +169.9% | +94.3% |
| 5Y | +82.4% | +35.5% | +46.9% | +14.1% |
| All | +1,067.6% | +278.3% | +789.4% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling