+1,095.1%
UPRO vs WY
+5.0%
+1,090.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -3.1% |
| 7D | +7.4% | -0.8% | +8.2% | +8.3% |
| 30D | -7.9% | +10.1% | -18.0% | -18.4% |
| 3M | -12.0% | -15.4% | +3.4% | +2.6% |
| 6M | -2.0% | -8.3% | +6.3% | +2.2% |
| YTD | +20.4% | -9.8% | +30.2% | +24.8% |
| 1Y | +24.5% | -3.9% | +28.4% | +19.3% |
| 3Y | +224.4% | -23.3% | +247.7% | +285.4% |
| 5Y | +97.6% | -31.2% | +128.8% | +189.5% |
| All | +1,095.1% | +5.0% | +1,090.0% | +1,200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling