+528.8%
APP vs UPRO
+180.0%
+348.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.0% | -2.2% | 0.0% |
| 7D | +79.2% | -0.9% | +80.0% | +74.9% |
| 30D | +48.0% | -11.4% | +59.4% | +57.2% |
| 3M | +18.2% | -10.9% | +29.1% | +24.6% |
| 6M | -12.5% | -0.5% | -11.9% | -15.5% |
| YTD | -39.2% | +19.9% | -59.0% | -48.8% |
| 1Y | -33.9% | +24.2% | -58.1% | -45.8% |
| 3Y | +933.3% | +236.9% | +696.3% | +314.8% |
| 5Y | +295.9% | +96.6% | +199.3% | +107.7% |
| All | +528.8% | +180.0% | +348.9% | +182.7% |
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