+887.9%
APP vs UPRO
+226.4%
+661.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.2% | +4.8% |
| 7D | +4.6% | +7.4% | -2.8% | -0.6% |
| 30D | +56.0% | -7.9% | +63.9% | +61.2% |
| 3M | +30.8% | -12.0% | +42.9% | +39.5% |
| 6M | -9.8% | -2.0% | -7.8% | -12.2% |
| YTD | -39.3% | +20.4% | -59.7% | -50.0% |
| 1Y | -26.4% | +24.5% | -50.9% | -40.9% |
| 3Y | +887.9% | +224.4% | +663.6% | +283.0% |
| All | +887.9% | +226.4% | +661.6% | +283.0% |
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 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