+145.0%
ALL vs UPRO
+81.0%
+64.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.6% |
| 7D | -1.9% | -8.7% | +6.7% | -0.8% |
| 30D | +13.8% | -16.9% | +30.7% | +16.5% |
| 3M | -7.0% | -15.3% | +8.3% | -5.1% |
| 6M | +18.0% | -5.7% | +23.7% | +17.7% |
| YTD | +24.2% | +12.1% | +12.1% | +19.6% |
| 1Y | +31.2% | +16.4% | +14.8% | +25.2% |
| 3Y | +107.5% | +210.5% | -103.0% | +57.4% |
| All | +145.0% | +81.0% | +64.0% | +90.6% |
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