+41.8%
AR vs UPRO
+1,152.9%
-1,111.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -1.8% | +1.5% | -3.3% | -2.4% |
| 30D | +12.6% | -3.7% | +16.3% | +14.0% |
| 3M | +10.0% | +8.0% | +2.0% | +5.6% |
| 6M | +0.6% | +38.7% | -38.0% | -13.5% |
| YTD | +13.4% | +29.5% | -16.1% | -0.6% |
| 1Y | +21.7% | +46.1% | -24.4% | +1.5% |
| 3Y | +45.8% | +229.1% | -183.3% | -15.8% |
| 5Y | +144.3% | +136.0% | +8.2% | +47.6% |
| 10Y | +41.8% | +1,155.3% | -1,113.5% | -63.4% |
| All | +41.8% | +1,152.9% | -1,111.1% | -63.4% |
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