+164.9%
ASML vs UPRO
+222.2%
-57.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.9% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | +2.2% | -0.9% | +3.1% | +2.5% |
| 3M | -2.3% | +1.9% | -4.2% | -3.7% |
| 6M | +23.0% | +33.1% | -10.1% | +3.7% |
| YTD | +61.1% | +31.8% | +29.3% | +36.6% |
| 1Y | +129.1% | +48.3% | +80.8% | +81.4% |
| All | +164.9% | +222.2% | -57.3% | +24.9% |
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 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