+218.1%
UPRO vs WY
-23.0%
+241.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -1.3% | -1.7% | +0.4% | -0.2% |
| 30D | -5.0% | -9.9% | +4.8% | +1.4% |
| 3M | +7.5% | -7.5% | +15.0% | +12.1% |
| 6M | +33.2% | -5.1% | +38.4% | +35.8% |
| YTD | +27.7% | -2.1% | +29.8% | +25.5% |
| 1Y | +43.0% | -7.3% | +50.4% | +46.5% |
| All | +218.1% | -23.0% | +241.1% | +271.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling