+333.0%
APP vs UPRO
+137.3%
+195.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -23.3% | -0.9% | -22.4% | -22.8% |
| 3M | -42.6% | +1.9% | -44.6% | -43.9% |
| 6M | -33.6% | +33.1% | -66.7% | -47.5% |
| YTD | -52.4% | +31.8% | -84.2% | -61.7% |
| 1Y | -35.9% | +48.3% | -84.2% | -53.0% |
| 3Y | +642.2% | +221.5% | +420.7% | +206.5% |
| All | +333.0% | +137.3% | +195.7% | +105.8% |
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 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