+187.8%
APD vs UPRO
+1,163.1%
-975.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -4.9% | +0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | +10.6% | -11.4% | +22.0% | +13.9% |
| 3M | +2.5% | -10.9% | +13.4% | +5.2% |
| 6M | +6.0% | -0.5% | +6.5% | +4.5% |
| YTD | +28.4% | +19.9% | +8.6% | +18.7% |
| 1Y | +22.2% | +24.2% | -2.0% | +11.5% |
| 3Y | +26.6% | +236.9% | -210.4% | -19.5% |
| 5Y | +11.8% | +96.6% | -84.8% | -22.4% |
| 10Y | +187.8% | +1,091.6% | -903.8% | -10.3% |
| All | +187.8% | +1,163.1% | -975.4% | -10.3% |
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