+296.4%
ARM vs UPRO
+227.3%
+69.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +5.0% |
| 7D | +5.5% | +0.1% | +5.4% | +5.3% |
| 30D | -8.2% | -0.9% | -7.3% | -7.5% |
| 3M | -35.9% | +1.9% | -37.9% | -36.1% |
| 6M | +103.1% | +33.1% | +70.0% | +62.0% |
| YTD | +130.6% | +31.8% | +98.8% | +84.5% |
| 1Y | +86.1% | +48.3% | +37.8% | +33.6% |
| All | +296.4% | +227.3% | +69.1% | +41.0% |
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