+13.6%
AGG vs UPRO
+226.4%
-212.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -1.5% | +7.4% | -8.9% | -1.7% |
| 30D | +0.6% | -7.9% | +8.5% | +0.8% |
| 3M | -1.6% | -12.0% | +10.4% | -1.4% |
| 6M | -1.6% | -2.0% | +0.4% | -1.7% |
| YTD | -1.5% | +20.4% | -21.9% | -2.0% |
| 1Y | -1.1% | +24.5% | -25.6% | -1.6% |
| 3Y | +13.6% | +224.4% | -210.7% | +6.0% |
| All | +13.6% | +226.4% | -212.7% | +6.0% |
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