+101.8%
AKAM vs UPRO
+1,226.0%
-1,124.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -2.8% |
| 7D | +0.6% | -6.0% | +6.6% | +2.3% |
| 30D | -8.2% | -5.8% | -2.4% | -6.6% |
| 3M | -17.6% | +10.8% | -28.4% | -20.0% |
| 6M | +2.5% | +31.6% | -29.1% | -5.2% |
| YTD | +22.8% | +25.4% | -2.6% | +14.7% |
| 1Y | +39.6% | +39.2% | +0.3% | +26.2% |
| 3Y | +2.3% | +218.5% | -216.2% | -28.3% |
| 5Y | -4.3% | +137.1% | -141.3% | -32.3% |
| All | +101.8% | +1,226.0% | -1,124.2% | -24.4% |
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