+12.4%
AA vs UPRO
+137.3%
-124.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +5.0% | -0.9% | +5.9% | +5.4% |
| 3M | -35.8% | +1.9% | -37.8% | -36.8% |
| 6M | -18.4% | +33.1% | -51.5% | -30.9% |
| YTD | -5.5% | +31.8% | -37.3% | -19.7% |
| 1Y | +61.0% | +48.3% | +12.7% | +28.6% |
| 3Y | +66.2% | +221.5% | -155.3% | -15.1% |
| All | +12.4% | +137.3% | -124.8% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling