+423.2%
AKAM vs UPRO
+14,289.1%
-13,865.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -13.9% | -0.9% | -13.1% | -13.7% |
| 3M | -33.8% | +1.9% | -35.7% | -34.3% |
| 6M | +2.2% | +33.1% | -30.9% | -7.7% |
| YTD | +20.6% | +31.8% | -11.2% | +8.9% |
| 1Y | +36.3% | +48.3% | -12.0% | +17.7% |
| 3Y | -0.1% | +221.5% | -221.6% | -36.8% |
| 5Y | -7.5% | +136.7% | -144.3% | -40.7% |
| 10Y | +90.2% | +1,179.2% | -1,089.0% | -52.0% |
| All | +423.2% | +14,289.1% | -13,865.8% | -61.4% |
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 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