+1,644.6%
ASML vs UPRO
+1,173.4%
+471.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.2% | -0.9% | +3.1% | +2.5% |
| 3M | -2.3% | +1.9% | -4.2% | -3.2% |
| 6M | +23.0% | +33.1% | -10.1% | +7.1% |
| YTD | +61.1% | +31.8% | +29.3% | +41.0% |
| 1Y | +129.1% | +48.3% | +80.8% | +89.1% |
| 3Y | +165.4% | +221.5% | -56.1% | +45.8% |
| 5Y | +109.5% | +136.7% | -27.3% | +24.7% |
| All | +1,644.6% | +1,173.4% | +471.2% | +336.6% |
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