+199.6%
ARM vs UPRO
+199.0%
+0.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -3.4% |
| 7D | +9.1% | +7.4% | +1.7% | +2.2% |
| 30D | -19.9% | -7.9% | -12.1% | -12.9% |
| 3M | -31.6% | -12.0% | -19.6% | -21.7% |
| 6M | -13.9% | -2.0% | -11.9% | -8.7% |
| YTD | +74.3% | +20.4% | +53.9% | +54.2% |
| 1Y | +35.8% | +24.5% | +11.3% | +16.0% |
| 3Y | +268.6% | +224.4% | +44.2% | +33.3% |
| All | +199.6% | +199.0% | +0.6% | +17.9% |
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