+38.6%
ALB vs UPRO
+1,087.5%
-1,048.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -5.8% | +7.4% | -13.2% | -8.9% |
| 30D | -4.5% | -7.9% | +3.4% | -1.9% |
| 3M | -28.1% | -12.0% | -16.1% | -24.7% |
| 6M | -53.2% | -2.0% | -51.2% | -53.6% |
| YTD | -33.3% | +20.4% | -53.7% | -40.4% |
| 1Y | -17.4% | +24.5% | -41.9% | -27.4% |
| 3Y | -14.1% | +224.4% | -238.5% | -52.1% |
| 5Y | -64.0% | +97.6% | -161.6% | -76.9% |
| All | +38.6% | +1,087.5% | -1,048.9% | -67.0% |
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