+97.4%
AR vs UPRO
+95.9%
+1.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +7.4% | +7.4% | 0.0% | +4.9% |
| 30D | +5.8% | -7.9% | +13.6% | +7.7% |
| 3M | +5.2% | -12.0% | +17.2% | +8.4% |
| 6M | +5.4% | -2.0% | +7.4% | +3.6% |
| YTD | +12.4% | +20.4% | -8.0% | +1.3% |
| 1Y | +12.8% | +24.5% | -11.7% | +0.2% |
| 3Y | +47.2% | +224.4% | -177.2% | -12.0% |
| All | +97.4% | +95.9% | +1.5% | +37.2% |
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