+255.7%
APLD vs UPRO
+228.3%
+27.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.9% |
| 7D | -6.3% | -2.9% | -3.5% | -3.8% |
| 30D | -29.6% | -12.4% | -17.1% | -18.6% |
| 3M | -42.6% | -11.9% | -30.7% | -34.1% |
| 6M | -59.6% | -1.7% | -57.9% | -57.5% |
| YTD | -32.0% | +18.5% | -50.5% | -38.8% |
| 1Y | -46.9% | +17.5% | -64.4% | -51.4% |
| 3Y | +255.7% | +218.4% | +37.3% | +23.3% |
| All | +255.7% | +228.3% | +27.3% | +23.3% |
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 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