-34.2%
ALB vs UPRO
+222.2%
-256.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.8% |
| 7D | -8.1% | +0.1% | -8.1% | -8.2% |
| 30D | +6.3% | -0.9% | +7.1% | +6.6% |
| 3M | -23.6% | +1.9% | -25.5% | -25.1% |
| 6M | -24.6% | +33.1% | -57.7% | -37.6% |
| YTD | -10.3% | +31.8% | -42.1% | -25.3% |
| 1Y | +61.5% | +48.3% | +13.2% | +24.4% |
| All | -34.2% | +222.2% | -256.4% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling