+685.2%
UPRO vs USHY
+50.7%
+634.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.8% |
| 30D | -0.9% | +0.1% | -1.0% | -1.3% |
| 3M | +1.9% | +0.8% | +1.1% | -1.5% |
| 6M | +33.1% | +1.7% | +31.4% | +24.4% |
| YTD | +31.8% | +2.5% | +29.3% | +19.0% |
| 1Y | +48.3% | +4.4% | +43.9% | +22.5% |
| 3Y | +221.5% | +27.4% | +194.1% | +7.0% |
| 5Y | +136.7% | +21.7% | +115.0% | +19.9% |
| All | +685.2% | +50.7% | +634.4% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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