+298.1%
APP vs UPRO
+95.9%
+202.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.2% | +4.8% |
| 7D | +4.6% | +7.4% | -2.8% | -0.7% |
| 30D | +56.0% | -7.9% | +63.9% | +61.1% |
| 3M | +30.8% | -12.0% | +42.9% | +39.2% |
| 6M | -9.8% | -2.0% | -7.8% | -12.0% |
| YTD | -39.3% | +20.4% | -59.7% | -49.4% |
| 1Y | -26.4% | +24.5% | -50.9% | -40.1% |
| 3Y | +887.9% | +224.4% | +663.6% | +294.1% |
| All | +298.1% | +95.9% | +202.2% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling