+1,095.1%
UPRO vs USFR
+28.6%
+1,066.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +7.4% | +0.1% | +7.4% | +7.3% |
| 30D | -7.9% | +0.4% | -8.2% | -8.2% |
| 3M | -12.0% | +1.1% | -13.1% | -13.0% |
| 6M | -2.0% | +2.0% | -4.0% | -4.2% |
| YTD | +20.4% | +3.5% | +16.9% | +15.5% |
| 1Y | +24.5% | +4.1% | +20.4% | +18.4% |
| 3Y | +224.4% | +14.4% | +210.0% | +174.2% |
| 5Y | +97.6% | +21.4% | +76.2% | +52.7% |
| All | +1,095.1% | +28.6% | +1,066.5% | +772.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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