+215.4%
ADSK vs UPRO
+1,258.3%
-1,042.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -0.7% |
| 7D | -2.5% | -2.5% | 0.0% | -1.4% |
| 30D | -14.9% | -4.2% | -10.6% | -13.2% |
| 3M | +3.3% | +8.1% | -4.7% | -1.2% |
| 6M | -15.7% | +35.2% | -50.9% | -28.2% |
| YTD | -28.2% | +28.4% | -56.7% | -37.6% |
| 1Y | -34.5% | +39.3% | -73.8% | -45.6% |
| 3Y | -2.9% | +219.9% | -222.8% | -48.9% |
| 5Y | -25.3% | +142.8% | -168.2% | -58.4% |
| All | +215.4% | +1,258.3% | -1,042.9% | -44.6% |
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