+55.7%
AGG vs UPRO
+14,044.6%
-13,989.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.1% | +1.5% | -1.3% | +0.1% |
| 30D | -0.4% | -3.7% | +3.3% | -0.4% |
| 3M | -0.3% | +8.0% | -8.3% | -0.3% |
| 6M | -1.2% | +38.7% | -39.9% | -1.2% |
| YTD | -0.4% | +29.5% | -29.9% | -0.4% |
| 1Y | +0.4% | +46.1% | -45.7% | +0.4% |
| 3Y | +13.4% | +229.1% | -215.7% | +13.5% |
| 5Y | -1.4% | +136.0% | -137.4% | -1.5% |
| 10Y | +14.8% | +1,155.3% | -1,140.4% | +18.7% |
| All | +55.7% | +14,044.6% | -13,989.0% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling