+190.7%
APD vs UPRO
+1,130.0%
-939.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | -0.2% |
| 7D | -1.2% | -3.8% | +2.6% | -0.4% |
| 30D | +11.0% | -8.9% | +19.9% | +13.4% |
| 3M | +2.6% | -7.4% | +10.0% | +4.1% |
| 6M | +4.8% | +1.6% | +3.3% | +2.8% |
| YTD | +31.0% | +23.2% | +7.8% | +20.1% |
| 1Y | +23.4% | +21.2% | +2.1% | +13.5% |
| 3Y | +28.4% | +230.8% | -202.4% | -17.9% |
| 5Y | +15.2% | +106.7% | -91.5% | -21.2% |
| 10Y | +190.7% | +1,125.0% | -934.3% | -9.1% |
| All | +190.7% | +1,130.0% | -939.4% | -9.1% |
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