+2,264.0%
UPRO vs USFR
+27.5%
+2,236.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.9% | +0.3% | -1.2% | -1.2% |
| 3M | +1.9% | +1.0% | +0.9% | +0.9% |
| 6M | +33.1% | +1.9% | +31.2% | +30.6% |
| YTD | +31.8% | +2.6% | +29.2% | +28.4% |
| 1Y | +48.3% | +4.0% | +44.3% | +42.4% |
| 3Y | +221.5% | +14.1% | +207.4% | +181.2% |
| 5Y | +136.7% | +20.4% | +116.3% | +95.6% |
| 10Y | +1,179.2% | +28.0% | +1,151.2% | +897.8% |
| All | +2,264.0% | +27.5% | +2,236.5% | +1,707.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling