+2,660.6%
AVGO vs UPRO
+1,087.5%
+1,573.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.5% | -4.2% |
| 7D | +18.2% | +7.4% | +10.7% | +14.2% |
| 30D | +0.2% | -7.9% | +8.1% | +4.5% |
| 3M | -16.8% | -12.0% | -4.8% | -11.4% |
| 6M | -16.5% | -2.0% | -14.5% | -15.6% |
| YTD | +0.8% | +20.4% | -19.6% | -8.0% |
| 1Y | +2.8% | +24.5% | -21.7% | -7.4% |
| 3Y | +278.5% | +224.4% | +54.2% | +120.2% |
| 5Y | +573.1% | +97.6% | +475.4% | +346.7% |
| All | +2,660.6% | +1,087.5% | +1,573.2% | +478.4% |
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