+26.1%
UPRO vs WOLF
+45.1%
-19.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.8% | -2.8% | +5.3% |
| 7D | -0.9% | +25.3% | -26.2% | -4.5% |
| 30D | -11.4% | -14.7% | +3.2% | -9.8% |
| 3M | -10.9% | -20.5% | +9.6% | -9.2% |
| 6M | -0.5% | -43.9% | +43.4% | +3.3% |
| YTD | +19.9% | +50.0% | -30.2% | +4.2% |
| 1Y | +24.2% | +45.5% | -21.3% | +7.8% |
| All | +26.1% | +45.1% | -19.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling