-14.1%
ALB vs UPRO
+226.4%
-240.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -5.8% | +7.4% | -13.2% | -9.6% |
| 30D | -4.5% | -7.9% | +3.4% | -1.4% |
| 3M | -28.1% | -12.0% | -16.1% | -23.9% |
| 6M | -53.2% | -2.0% | -51.2% | -53.9% |
| YTD | -33.3% | +20.4% | -53.7% | -42.4% |
| 1Y | -17.4% | +24.5% | -41.9% | -30.3% |
| 3Y | -14.1% | +224.4% | -238.5% | -75.2% |
| All | -14.1% | +226.4% | -240.5% | -75.2% |
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