-12.9%
ALB vs UPRO
+210.8%
-223.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | +9.1% | -8.7% | +17.8% | +13.4% |
| 30D | -3.4% | -16.9% | +13.5% | +5.8% |
| 3M | -20.6% | -15.3% | -5.3% | -14.1% |
| 6M | -48.2% | -5.7% | -42.4% | -47.8% |
| YTD | -29.2% | +12.1% | -41.3% | -36.3% |
| 1Y | +10.0% | +16.4% | -6.4% | -3.7% |
| 3Y | -12.9% | +210.5% | -223.4% | -73.5% |
| All | -12.9% | +210.8% | -223.7% | -73.5% |
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