+27.2%
APA vs UPRO
+210.8%
-183.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -15.5% | -8.7% | -6.8% | -13.9% |
| 30D | +2.4% | -16.9% | +19.3% | +6.6% |
| 3M | +22.8% | -15.3% | +38.1% | +26.9% |
| 6M | +17.9% | -5.7% | +23.7% | +16.7% |
| YTD | +87.7% | +12.1% | +75.6% | +72.4% |
| 1Y | +94.2% | +16.4% | +77.8% | +74.7% |
| 3Y | +27.2% | +210.5% | -183.3% | -28.9% |
| All | +27.2% | +210.8% | -183.6% | -28.9% |
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