+30.5%
AKAM vs UPRO
+1,087.5%
-1,057.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +2.8% | +7.4% | -4.6% | +0.5% |
| 30D | -6.9% | -7.9% | +1.0% | -4.7% |
| 3M | -31.8% | -12.0% | -19.8% | -29.2% |
| 6M | -47.0% | -2.0% | -45.0% | -46.7% |
| YTD | -2.1% | +20.4% | -22.5% | -7.4% |
| 1Y | -3.7% | +24.5% | -28.2% | -9.9% |
| 3Y | -23.0% | +224.4% | -247.4% | -46.1% |
| 5Y | -23.4% | +97.6% | -121.0% | -43.0% |
| All | +30.5% | +1,087.5% | -1,057.0% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling