-3.3%
ADSK vs UPRO
+212.7%
-216.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.0% |
| 7D | -10.9% | -6.0% | -4.9% | -9.1% |
| 30D | -15.9% | -5.8% | -10.1% | -14.2% |
| 3M | -4.4% | +10.8% | -15.2% | -8.4% |
| 6M | -16.6% | +31.6% | -48.2% | -25.7% |
| YTD | -28.5% | +25.4% | -53.9% | -35.2% |
| 1Y | -34.6% | +39.2% | -73.9% | -43.4% |
| All | -3.3% | +212.7% | -216.0% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling