+155.9%
UPRO vs VIK
+228.1%
-72.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +0.1% | -3.0% | +3.1% | +2.3% |
| 30D | -0.9% | -20.7% | +19.8% | +16.6% |
| 3M | +1.9% | -4.6% | +6.6% | +4.1% |
| 6M | +33.1% | +14.0% | +19.1% | +16.6% |
| YTD | +31.8% | +20.2% | +11.6% | +9.6% |
| 1Y | +48.3% | +36.0% | +12.3% | +9.9% |
| All | +155.9% | +228.1% | -72.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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