+135.9%
UPRO vs ZCMD
-100.0%
+235.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 6M | +33.2% | -99.5% | +132.7% | +36.0% |
| YTD | +27.7% | -99.7% | +127.5% | +31.4% |
| 1Y | +43.0% | -99.9% | +142.9% | +48.1% |
| 3Y | +224.4% | -100.0% | +324.4% | +248.1% |
| 5Y | +135.9% | -100.0% | +235.9% | +152.9% |
| All | +135.9% | -100.0% | +235.9% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling