+500.0%
APP vs UPRO
+161.7%
+338.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.0% | +9.3% |
| 7D | +71.2% | -8.7% | +79.9% | +77.1% |
| 30D | +39.1% | -16.9% | +56.0% | +54.4% |
| 3M | +16.5% | -15.3% | +31.8% | +27.2% |
| 6M | -16.6% | -5.7% | -10.8% | -16.5% |
| YTD | -41.9% | +12.1% | -54.0% | -48.8% |
| 1Y | -37.0% | +16.4% | -53.5% | -46.0% |
| 3Y | +892.4% | +210.5% | +681.9% | +321.8% |
| 5Y | +297.3% | +82.4% | +214.9% | +119.1% |
| All | +500.0% | +161.7% | +338.3% | +182.8% |
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