+1,281.6%
UPRO vs Z
+25.1%
+1,256.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | +0.1% | -3.0% | +3.1% | +1.4% |
| 30D | -0.9% | -4.2% | +3.3% | +0.4% |
| 3M | +1.9% | -3.7% | +5.6% | +2.2% |
| 6M | +33.1% | -24.5% | +57.6% | +47.9% |
| YTD | +31.8% | -49.3% | +81.1% | +73.4% |
| 1Y | +48.3% | -58.7% | +107.0% | +111.7% |
| 3Y | +221.5% | -34.1% | +255.6% | +254.5% |
| 5Y | +136.7% | -64.5% | +201.3% | +212.7% |
| 10Y | +1,179.2% | -0.5% | +1,179.7% | +814.6% |
| All | +1,281.6% | +25.1% | +1,256.5% | +754.6% |
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 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