-25.6%
ADSK vs UPRO
+128.3%
-153.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.2% |
| 7D | -10.9% | -6.0% | -4.9% | -8.4% |
| 30D | -15.9% | -5.8% | -10.1% | -13.7% |
| 3M | -4.4% | +10.8% | -15.2% | -9.7% |
| 6M | -16.6% | +31.6% | -48.2% | -28.2% |
| YTD | -28.5% | +25.4% | -53.9% | -37.2% |
| 1Y | -34.6% | +39.2% | -73.9% | -45.8% |
| 3Y | -3.5% | +218.5% | -222.0% | -51.3% |
| 5Y | -25.6% | +137.1% | -162.7% | -59.5% |
| All | -25.6% | +128.3% | -153.9% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling