+174.6%
ARM vs UPRO
+178.4%
-3.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +3.9% |
| 7D | -15.2% | -8.7% | -6.5% | -7.9% |
| 30D | -40.7% | -16.9% | -23.8% | -28.9% |
| 3M | -39.1% | -15.3% | -23.8% | -27.9% |
| 6M | -26.4% | -5.7% | -20.7% | -19.1% |
| YTD | +59.7% | +12.1% | +47.7% | +50.8% |
| 1Y | +10.3% | +16.4% | -6.1% | +0.2% |
| 3Y | +228.9% | +210.5% | +18.3% | +24.4% |
| All | +174.6% | +178.4% | -3.8% | +15.3% |
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