+214.0%
ARM vs UPRO
+208.2%
+5.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -13.2% | +0.1% | -0.4% |
| 7D | -27.1% | -14.4% | -12.7% | -15.4% |
| 30D | -44.9% | -18.2% | -26.6% | -32.8% |
| 3M | -39.3% | -16.4% | -22.9% | -27.1% |
| 6M | -20.2% | -2.6% | -17.5% | -14.3% |
| YTD | +52.5% | +11.1% | +41.4% | +45.0% |
| 1Y | +4.1% | +11.8% | -7.7% | -2.1% |
| All | +214.0% | +208.2% | +5.7% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling