+66.8%
AA vs UPRO
+226.4%
-159.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.1% |
| 7D | +0.5% | +7.4% | -6.9% | -3.4% |
| 30D | -0.6% | -7.9% | +7.3% | +3.5% |
| 3M | -19.7% | -12.0% | -7.6% | -14.3% |
| 6M | -41.6% | -2.0% | -39.6% | -41.7% |
| YTD | -24.6% | +20.4% | -45.0% | -33.9% |
| 1Y | +4.9% | +24.5% | -19.6% | -9.7% |
| 3Y | +66.8% | +224.4% | -157.5% | -35.9% |
| All | +66.8% | +226.4% | -159.5% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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