+97.5%
UPRO vs URA
+25.6%
+71.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.2% |
| 7D | +7.4% | -1.5% | +9.0% | +8.5% |
| 30D | -7.9% | -10.4% | +2.5% | -0.8% |
| 3M | -12.0% | -29.6% | +17.6% | +9.9% |
| 6M | -2.0% | -40.3% | +38.3% | +35.5% |
| YTD | +20.4% | -25.5% | +45.9% | +37.4% |
| 1Y | +24.5% | -26.4% | +50.9% | +42.5% |
| 3Y | +224.4% | +31.4% | +192.9% | +111.4% |
| All | +97.5% | +25.6% | +71.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling