+29.1%
ABNB vs UPRO
+306.3%
-277.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.7% |
| 7D | -1.7% | +7.4% | -9.1% | -5.4% |
| 30D | +11.8% | -7.9% | +19.7% | +15.3% |
| 3M | +0.9% | -12.0% | +12.9% | +6.2% |
| 6M | +40.5% | -2.0% | +42.4% | +38.6% |
| YTD | +37.6% | +20.4% | +17.2% | +21.4% |
| 1Y | +54.1% | +24.5% | +29.6% | +33.3% |
| 3Y | +56.8% | +224.4% | -167.6% | -24.0% |
| 5Y | -9.6% | +97.6% | -107.2% | -48.8% |
| All | +29.1% | +306.3% | -277.2% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling