+5,645.8%
UPRO vs URA
-49.7%
+5,695.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +2.8% |
| 7D | -3.8% | +2.9% | -6.7% | -5.5% |
| 30D | -8.9% | -10.8% | +2.0% | -0.5% |
| 3M | -7.4% | -25.5% | +18.1% | +14.1% |
| 6M | +1.6% | -41.2% | +42.8% | +47.8% |
| YTD | +23.2% | -21.3% | +44.4% | +37.6% |
| 1Y | +21.2% | -25.7% | +47.0% | +40.7% |
| 3Y | +230.8% | +43.1% | +187.7% | +106.4% |
| 5Y | +106.7% | +35.6% | +71.1% | +31.8% |
| 10Y | +1,125.0% | +281.3% | +843.7% | +187.7% |
| All | +5,645.8% | -49.7% | +5,695.4% | +5,682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling