-2.3%
ABNB vs UPRO
+94.1%
-96.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.8% | -3.4% |
| 7D | +11.2% | -0.9% | +12.1% | +11.1% |
| 30D | +14.7% | -11.4% | +26.2% | +21.0% |
| 3M | +6.9% | -10.9% | +17.8% | +12.1% |
| 6M | +34.5% | -0.5% | +35.0% | +31.7% |
| YTD | +40.2% | +19.9% | +20.3% | +23.3% |
| 1Y | +57.4% | +24.2% | +33.2% | +35.2% |
| 3Y | +64.7% | +236.9% | -172.2% | -25.9% |
| 5Y | -2.3% | +96.6% | -98.8% | -42.1% |
| All | -2.3% | +94.1% | -96.3% | -42.1% |
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