+402.1%
AGNC vs UPRO
+13,589.9%
-13,187.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.7% |
| 7D | -4.4% | -6.0% | +1.6% | -3.1% |
| 30D | -5.4% | -5.8% | +0.4% | -4.2% |
| 3M | +3.5% | +10.8% | -7.3% | +0.9% |
| 6M | +1.7% | +31.6% | -29.9% | -4.6% |
| YTD | +3.9% | +25.4% | -21.5% | -1.8% |
| 1Y | +13.8% | +39.2% | -25.4% | +4.8% |
| 3Y | +63.3% | +218.5% | -155.2% | +22.2% |
| 5Y | +27.5% | +137.1% | -109.6% | -3.6% |
| 10Y | +83.8% | +1,208.2% | -1,124.3% | -7.5% |
| All | +402.1% | +13,589.9% | -13,187.8% | +45.7% |
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