+446.2%
APP vs UPRO
+159.6%
+286.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.2% | +44.2% | +40.2% |
| 7D | +39.7% | -14.4% | +54.1% | +51.7% |
| 30D | +27.7% | -18.2% | +46.0% | +43.4% |
| 3M | -14.8% | -16.4% | +1.6% | -6.0% |
| 6M | -25.5% | -2.6% | -22.9% | -27.4% |
| YTD | -47.2% | +11.1% | -58.3% | -53.2% |
| 1Y | -42.3% | +11.8% | -54.0% | -49.1% |
| 3Y | +806.8% | +209.9% | +596.9% | +285.8% |
| 5Y | +261.6% | +80.9% | +180.8% | +100.5% |
| All | +446.2% | +159.6% | +286.6% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling