+224.4%
UPRO vs Z
-18.1%
+242.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.6% |
| 7D | +7.4% | +0.8% | +6.6% | +7.0% |
| 30D | -7.9% | +5.2% | -13.1% | -10.3% |
| 3M | -12.0% | -17.0% | +5.0% | -6.4% |
| 6M | -2.0% | -22.7% | +20.7% | +6.5% |
| YTD | +20.4% | -56.3% | +76.7% | +65.3% |
| 1Y | +24.5% | -57.7% | +82.2% | +72.7% |
| 3Y | +224.4% | -16.5% | +240.9% | +252.9% |
| All | +224.4% | -18.1% | +242.5% | +252.9% |
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