+269.3%
APLD vs UPRO
+154.7%
+114.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.9% | +3.5% | +3.8% |
| 7D | +7.8% | -3.8% | +11.6% | +12.2% |
| 30D | -23.0% | -8.9% | -14.1% | -15.1% |
| 3M | -39.7% | -7.4% | -32.2% | -34.4% |
| 6M | -59.8% | +1.6% | -61.4% | -59.1% |
| YTD | -27.0% | +23.2% | -50.1% | -35.5% |
| 1Y | -37.3% | +21.2% | -58.6% | -43.3% |
| 3Y | +281.9% | +230.8% | +51.1% | +54.4% |
| All | +269.3% | +154.7% | +114.5% | +55.0% |
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