+218.1%
UPRO vs ZCMD
-100.0%
+318.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -5.0% | -22.7% | +17.7% | -4.8% |
| 3M | +7.5% | -62.5% | +70.0% | +6.6% |
| 6M | +33.2% | -99.5% | +132.7% | +34.4% |
| YTD | +27.7% | -99.7% | +127.5% | +29.4% |
| 1Y | +43.0% | -99.9% | +142.9% | +44.9% |
| All | +218.1% | -100.0% | +318.1% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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