-0.9%
APA vs UPRO
+1,163.1%
-1,164.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.0% | -7.1% | -3.4% |
| 7D | -8.7% | -0.9% | -7.9% | -9.2% |
| 30D | -2.4% | -11.4% | +9.0% | +1.9% |
| 3M | +19.0% | -10.9% | +29.9% | +23.2% |
| 6M | +26.8% | -0.5% | +27.3% | +21.9% |
| YTD | +87.3% | +19.9% | +67.5% | +59.3% |
| 1Y | +92.3% | +24.2% | +68.1% | +59.7% |
| 3Y | +37.3% | +236.9% | -199.7% | -36.3% |
| 5Y | +73.2% | +96.6% | -23.4% | -5.4% |
| 10Y | -0.9% | +1,091.6% | -1,092.5% | -79.4% |
| All | -0.9% | +1,163.1% | -1,164.0% | -79.4% |
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