-2.3%
AKAM vs UPRO
+133.2%
-135.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.3% |
| 7D | +5.4% | -1.3% | +6.7% | +5.8% |
| 30D | -5.9% | -5.0% | -0.8% | -4.3% |
| 3M | -19.6% | +7.5% | -27.1% | -21.5% |
| 6M | +8.5% | +33.2% | -24.8% | -0.8% |
| YTD | +26.9% | +27.7% | -0.8% | +17.1% |
| 1Y | +41.7% | +43.0% | -1.3% | +25.8% |
| 3Y | +5.8% | +224.4% | -218.6% | -28.2% |
| 5Y | -2.3% | +135.9% | -138.2% | -34.6% |
| All | -2.3% | +133.2% | -135.5% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling