+102.6%
ADM vs UPRO
+1,163.1%
-1,060.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.0% | -7.1% | -1.8% |
| 7D | -7.8% | -0.9% | -6.9% | -8.0% |
| 30D | -12.6% | -11.4% | -1.1% | -10.5% |
| 3M | -8.2% | -10.9% | +2.7% | -6.4% |
| 6M | -8.9% | -0.5% | -8.4% | -10.0% |
| YTD | +24.0% | +19.9% | +4.1% | +16.1% |
| 1Y | +26.2% | +24.2% | +2.0% | +16.7% |
| 3Y | +7.0% | +236.9% | -229.9% | -27.9% |
| 5Y | +24.9% | +96.6% | -71.7% | -9.8% |
| 10Y | +102.6% | +1,091.6% | -989.0% | -26.4% |
| All | +102.6% | +1,163.1% | -1,060.5% | -26.4% |
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