+1,075.0%
UPRO vs Z
+6.9%
+1,068.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.9% |
| 7D | -8.7% | -4.6% | -4.1% | -6.7% |
| 30D | -16.9% | +8.3% | -25.2% | -20.8% |
| 3M | -15.3% | -11.6% | -3.7% | -12.2% |
| 6M | -5.7% | -33.6% | +27.9% | +9.9% |
| YTD | +12.1% | -56.7% | +68.8% | +56.0% |
| 1Y | +16.4% | -59.1% | +75.6% | +65.9% |
| 3Y | +210.5% | -20.4% | +230.9% | +209.3% |
| 5Y | +82.4% | -55.3% | +137.7% | +124.1% |
| 10Y | +1,144.5% | -14.2% | +1,158.7% | +840.1% |
| All | +1,075.0% | +6.9% | +1,068.1% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling