+0.9%
AKAM vs UPRO
+230.2%
-229.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | -4.5% | -3.7% | -0.7% | -3.1% |
| 3M | -25.6% | +8.0% | -33.5% | -27.7% |
| 6M | +5.7% | +38.7% | -32.9% | -5.5% |
| YTD | +21.0% | +29.5% | -8.5% | +10.1% |
| 1Y | +33.9% | +46.1% | -12.2% | +16.3% |
| 3Y | +0.9% | +229.1% | -228.2% | -32.6% |
| All | +0.9% | +230.2% | -229.3% | -32.6% |
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 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