+210.5%
UPRO vs Z
-21.1%
+231.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.8% |
| 7D | -8.7% | -4.6% | -4.1% | -6.8% |
| 30D | -16.9% | +8.3% | -25.2% | -20.2% |
| 3M | -15.3% | -11.6% | -3.7% | -12.3% |
| 6M | -5.7% | -33.6% | +27.9% | +9.3% |
| YTD | +12.1% | -56.7% | +68.8% | +54.6% |
| 1Y | +16.4% | -59.1% | +75.6% | +64.3% |
| 3Y | +210.5% | -20.4% | +230.9% | +236.1% |
| All | +210.5% | -21.1% | +231.6% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling