+162.2%
ARM vs UPRO
+176.1%
-13.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -13.2% | +0.1% | -0.5% |
| 7D | -27.1% | -14.4% | -12.7% | -15.5% |
| 30D | -44.9% | -18.2% | -26.6% | -33.0% |
| 3M | -39.3% | -16.4% | -22.9% | -27.2% |
| 6M | -20.2% | -2.6% | -17.5% | -14.3% |
| YTD | +52.5% | +11.1% | +41.4% | +45.1% |
| 1Y | +4.1% | +11.8% | -7.7% | -2.1% |
| 3Y | +211.7% | +209.9% | +1.8% | +18.2% |
| All | +162.2% | +176.1% | -13.9% | +10.9% |
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 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