+19.8%
UPRO vs Z
-61.0%
+80.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.4% |
| 7D | +9.7% | -4.9% | +14.6% | +11.1% |
| 30D | -9.8% | +3.0% | -12.7% | -10.2% |
| 3M | -9.1% | -13.4% | +4.3% | -5.8% |
| 6M | +0.9% | -27.3% | +28.2% | +9.9% |
| YTD | +21.9% | -57.8% | +79.7% | +54.0% |
| 1Y | +19.8% | -60.0% | +79.8% | +53.3% |
| All | +19.8% | -61.0% | +80.8% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling