-43.9%
ALB vs UPRO
+137.3%
-181.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.0% |
| 6M | -24.6% | +33.1% | -57.7% | -36.4% |
| YTD | -10.3% | +31.8% | -42.1% | -23.8% |
| 1Y | +61.5% | +48.3% | +13.2% | +28.3% |
| 3Y | -34.0% | +221.5% | -255.4% | -66.3% |
| All | -43.9% | +137.3% | -181.2% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling