+503.8%
APP vs UPRO
+184.7%
+319.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.0% |
| 7D | +10.6% | +9.7% | +0.9% | +3.7% |
| 30D | +44.6% | -9.8% | +54.3% | +51.6% |
| 3M | +29.6% | -9.1% | +38.7% | +34.7% |
| 6M | -19.8% | +0.9% | -20.7% | -23.3% |
| YTD | -41.6% | +21.9% | -63.5% | -51.4% |
| 1Y | -32.7% | +19.8% | -52.5% | -43.3% |
| 3Y | +799.0% | +227.4% | +571.6% | +267.5% |
| 5Y | +250.4% | +100.1% | +150.3% | +81.5% |
| All | +503.8% | +184.7% | +319.1% | +168.3% |
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