+122.2%
ALL vs UPRO
+137.3%
-15.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -1.5% | -0.9% | -0.6% | -1.4% |
| 3M | +23.6% | +1.9% | +21.7% | +22.6% |
| 6M | +22.3% | +33.1% | -10.8% | +15.6% |
| YTD | +26.5% | +31.8% | -5.3% | +19.4% |
| 1Y | +27.0% | +48.3% | -21.3% | +16.8% |
| 3Y | +149.6% | +221.5% | -71.9% | +90.2% |
| All | +122.2% | +137.3% | -15.0% | +65.5% |
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