+359.6%
UPRO vs ZCMD
-100.0%
+459.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | +7.4% | -7.7% | +15.1% | +7.6% |
| 30D | -7.9% | -34.8% | +26.9% | -7.0% |
| 3M | -12.0% | -56.3% | +44.3% | -10.5% |
| 6M | -2.0% | -99.7% | +97.7% | +6.9% |
| YTD | +20.4% | -99.9% | +120.3% | +34.6% |
| 1Y | +24.5% | -99.9% | +124.4% | +40.8% |
| 3Y | +224.4% | -100.0% | +324.4% | +305.8% |
| 5Y | +97.6% | -100.0% | +197.6% | +157.4% |
| All | +359.6% | -100.0% | +459.6% | +703.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling