+162.4%
ADM vs UPRO
+1,152.9%
-990.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -0.1% | +1.5% | -1.5% | -0.4% |
| 30D | +11.0% | -3.7% | +14.7% | +11.9% |
| 3M | +6.0% | +8.0% | -2.0% | +3.5% |
| 6M | +26.9% | +38.7% | -11.7% | +15.9% |
| YTD | +50.0% | +29.5% | +20.5% | +38.8% |
| 1Y | +39.6% | +46.1% | -6.5% | +24.6% |
| 3Y | +18.5% | +229.1% | -210.6% | -19.1% |
| 5Y | +62.6% | +136.0% | -73.4% | +12.3% |
| 10Y | +162.4% | +1,155.3% | -992.9% | +0.3% |
| All | +162.4% | +1,152.9% | -990.5% | +0.3% |
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