-4.9%
APA vs UPRO
+1,152.9%
-1,157.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.6% |
| 7D | -1.7% | +1.5% | -3.2% | -2.4% |
| 30D | +15.7% | -3.7% | +19.4% | +17.5% |
| 3M | +16.5% | +8.0% | +8.5% | +10.1% |
| 6M | +35.1% | +38.7% | -3.6% | +9.7% |
| YTD | +82.2% | +29.5% | +52.7% | +51.9% |
| 1Y | +102.5% | +46.1% | +56.4% | +57.2% |
| 3Y | +10.3% | +229.1% | -218.8% | -47.6% |
| 5Y | +166.1% | +136.0% | +30.1% | +34.5% |
| 10Y | -4.9% | +1,155.3% | -1,160.1% | -80.7% |
| All | -4.9% | +1,152.9% | -1,157.8% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling