+1,155.3%
UPRO vs Z
-7.0%
+1,162.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | +1.3% |
| 7D | +1.5% | -3.3% | +4.7% | +2.9% |
| 30D | -3.7% | -3.7% | 0.0% | -2.6% |
| 3M | +8.0% | -7.0% | +15.0% | +9.8% |
| 6M | +38.7% | -29.5% | +68.2% | +59.2% |
| YTD | +29.5% | -52.6% | +82.1% | +76.6% |
| 1Y | +46.1% | -64.0% | +110.1% | +124.3% |
| 3Y | +229.1% | -36.4% | +265.5% | +268.5% |
| 5Y | +136.0% | -65.8% | +201.8% | +217.3% |
| 10Y | +1,155.3% | -5.8% | +1,161.1% | +818.6% |
| All | +1,155.3% | -7.0% | +1,162.2% | +818.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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