+60.4%
AGNC vs UPRO
+220.4%
-160.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.0% |
| 7D | -4.7% | -2.5% | -2.2% | -4.1% |
| 30D | -5.7% | -4.2% | -1.4% | -4.7% |
| 3M | +1.9% | +8.1% | -6.2% | -0.5% |
| 6M | +1.8% | +35.2% | -33.4% | -6.6% |
| YTD | +3.4% | +28.4% | -25.0% | -4.1% |
| 1Y | +13.6% | +39.3% | -25.7% | +2.6% |
| 3Y | +60.4% | +219.9% | -159.5% | -5.5% |
| All | +60.4% | +220.4% | -160.0% | -5.5% |
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 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