+136.0%
UPRO vs USFR
+20.5%
+115.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.6% |
| 7D | +1.5% | +0.1% | +1.4% | +1.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.1% |
| 3M | +8.0% | +1.0% | +7.0% | +10.1% |
| 6M | +38.7% | +1.9% | +36.7% | +42.8% |
| YTD | +29.5% | +2.7% | +26.9% | +33.7% |
| 1Y | +46.1% | +4.0% | +42.1% | +51.5% |
| 3Y | +229.1% | +14.0% | +215.1% | +305.7% |
| 5Y | +136.0% | +20.4% | +115.6% | +232.9% |
| All | +136.0% | +20.5% | +115.5% | +232.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling