+119.1%
ALL vs UPRO
+226.4%
-107.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +5.0% | +7.4% | -2.4% | +4.5% |
| 30D | +13.3% | -7.9% | +21.2% | +13.8% |
| 3M | +3.2% | -12.0% | +15.2% | +3.9% |
| 6M | +25.3% | -2.0% | +27.3% | +24.8% |
| YTD | +30.5% | +20.4% | +10.1% | +26.4% |
| 1Y | +29.2% | +24.5% | +4.7% | +24.5% |
| 3Y | +119.1% | +224.4% | -105.3% | +88.8% |
| All | +119.1% | +226.4% | -107.3% | +88.8% |
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