+22.1%
ALNY vs UPRO
+220.4%
-198.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | -0.1% |
| 7D | -6.5% | -2.5% | -4.0% | -6.0% |
| 30D | +11.0% | -4.2% | +15.3% | +12.2% |
| 3M | -14.1% | +8.1% | -22.1% | -16.3% |
| 6M | -22.4% | +35.2% | -57.6% | -29.5% |
| YTD | -37.5% | +28.4% | -65.9% | -42.5% |
| 1Y | -46.9% | +39.3% | -86.2% | -52.5% |
| 3Y | +22.1% | +219.9% | -197.8% | -21.8% |
| All | +22.1% | +220.4% | -198.3% | -21.8% |
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