+156.4%
ADBE vs UPRO
+1,162.5%
-1,006.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -8.9% | -1.3% | -7.6% | -8.4% |
| 30D | -6.6% | -5.0% | -1.6% | -4.6% |
| 3M | +7.1% | +7.5% | -0.4% | +2.9% |
| 6M | -9.8% | +33.2% | -43.0% | -21.7% |
| YTD | -27.2% | +27.7% | -54.9% | -35.9% |
| 1Y | -28.0% | +43.0% | -71.1% | -40.1% |
| 3Y | -54.5% | +224.4% | -279.0% | -75.2% |
| 5Y | -61.5% | +135.9% | -197.3% | -77.4% |
| 10Y | +156.4% | +1,232.5% | -1,076.1% | -40.5% |
| All | +156.4% | +1,162.5% | -1,006.1% | -40.5% |
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