-24.2%
AR vs UPRO
+2,613.3%
-2,637.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +14.8% | -0.9% | +15.7% | +15.0% |
| 3M | +6.2% | +1.9% | +4.3% | +4.1% |
| 6M | +4.3% | +33.1% | -28.8% | -8.8% |
| YTD | +14.4% | +31.8% | -17.4% | -0.2% |
| 1Y | +21.3% | +48.3% | -26.9% | +1.0% |
| 3Y | +39.8% | +221.5% | -181.7% | -17.6% |
| 5Y | +142.1% | +136.7% | +5.3% | +47.7% |
| 10Y | +52.0% | +1,179.2% | -1,127.1% | -58.3% |
| All | -24.2% | +2,613.3% | -2,637.6% | -82.6% |
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 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