-34.9%
AUR vs UPRO
+185.0%
-219.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +4.0% |
| 7D | +19.2% | +1.5% | +17.8% | +18.0% |
| 30D | -7.8% | -3.7% | -4.1% | -4.8% |
| 3M | +4.0% | +8.0% | -4.0% | -1.9% |
| 6M | +45.0% | +38.7% | +6.3% | +13.5% |
| YTD | +69.5% | +29.5% | +40.0% | +39.9% |
| 1Y | +13.0% | +46.1% | -33.1% | -15.1% |
| 3Y | +90.4% | +229.1% | -138.7% | -21.0% |
| 5Y | -34.2% | +136.0% | -170.2% | -66.5% |
| All | -34.9% | +185.0% | -219.9% | -66.9% |
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 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