+54.5%
AR vs UPRO
+1,064.0%
-1,009.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.5% | +2.2% |
| 7D | -5.8% | -2.9% | -2.9% | -5.2% |
| 30D | +4.8% | -12.4% | +17.2% | +9.1% |
| 3M | +1.5% | -11.9% | +13.4% | +5.0% |
| 6M | +4.7% | -1.7% | +6.4% | +2.6% |
| YTD | +9.2% | +18.5% | -9.3% | -2.1% |
| 1Y | +11.2% | +17.5% | -6.3% | -0.3% |
| 3Y | +46.2% | +218.4% | -172.1% | -15.0% |
| 5Y | +98.1% | +99.1% | -1.1% | +26.5% |
| 10Y | +54.5% | +1,071.1% | -1,016.6% | -58.6% |
| All | +54.5% | +1,064.0% | -1,009.5% | -58.6% |
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