+330.4%
AKAM vs UPRO
+13,208.7%
-12,878.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +11.2% | +9.7% | +1.5% | +7.5% |
| 30D | -13.4% | -9.8% | -3.6% | -10.3% |
| 3M | -29.5% | -9.1% | -20.4% | -27.1% |
| 6M | -42.1% | +0.9% | -43.0% | -42.3% |
| YTD | -0.8% | +21.9% | -22.7% | -7.9% |
| 1Y | -3.9% | +19.8% | -23.7% | -10.6% |
| 3Y | -21.9% | +227.4% | -249.2% | -50.6% |
| 5Y | -22.4% | +100.1% | -122.5% | -47.1% |
| 10Y | +32.3% | +1,112.3% | -1,080.0% | -65.9% |
| All | +330.4% | +13,208.7% | -12,878.3% | -67.3% |
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