+267.2%
ALAB vs UPRO
+111.5%
+155.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -0.3% |
| 7D | +26.9% | +9.7% | +17.3% | +16.5% |
| 30D | -30.0% | -9.8% | -20.2% | -20.9% |
| 3M | -28.5% | -9.1% | -19.4% | -19.4% |
| 6M | +11.4% | +0.9% | +10.5% | +17.3% |
| YTD | +36.9% | +21.9% | +15.0% | +22.0% |
| 1Y | +44.4% | +19.8% | +24.6% | +31.2% |
| All | +267.2% | +111.5% | +155.8% | +102.9% |
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