+96.6%
UPRO vs USFR
+21.3%
+75.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | -0.9% | +0.1% | -0.9% | -0.8% |
| 30D | -11.4% | +0.4% | -11.8% | -10.9% |
| 3M | -10.9% | +1.1% | -12.0% | -9.3% |
| 6M | -0.5% | +2.0% | -2.6% | +2.6% |
| YTD | +19.9% | +3.4% | +16.5% | +24.1% |
| 1Y | +24.2% | +4.1% | +20.1% | +28.3% |
| 3Y | +236.9% | +14.3% | +222.6% | +294.4% |
| 5Y | +96.6% | +21.3% | +75.3% | +149.8% |
| All | +96.6% | +21.3% | +75.2% | +149.8% |
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