+45.2%
AR vs UPRO
+1,081.0%
-1,035.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | -14.3% | -8.7% | -5.6% | -11.9% |
| 30D | +1.4% | -16.9% | +18.3% | +7.5% |
| 3M | +3.4% | -15.3% | +18.6% | +8.4% |
| 6M | -2.1% | -5.7% | +3.7% | -2.6% |
| YTD | +4.7% | +12.1% | -7.4% | -4.3% |
| 1Y | +10.6% | +16.4% | -5.8% | -0.7% |
| 3Y | +24.6% | +210.5% | -185.9% | -27.1% |
| 5Y | +71.9% | +82.4% | -10.5% | +13.5% |
| All | +45.2% | +1,081.0% | -1,035.7% | -60.4% |
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