+69.8%
APA vs UPRO
+81.0%
-11.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -15.5% | -8.7% | -6.8% | -13.4% |
| 30D | +2.4% | -16.9% | +19.3% | +7.9% |
| 3M | +22.8% | -15.3% | +38.1% | +28.1% |
| 6M | +17.9% | -5.7% | +23.7% | +16.8% |
| YTD | +87.7% | +12.1% | +75.6% | +70.7% |
| 1Y | +94.2% | +16.4% | +77.8% | +73.2% |
| 3Y | +27.2% | +210.5% | -183.3% | -27.2% |
| All | +69.8% | +81.0% | -11.2% | +18.8% |
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 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