+2,856.4%
AVGO vs UPRO
+1,162.5%
+1,693.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -13.7% | -5.0% | -8.7% | -11.7% |
| 3M | -6.9% | +7.5% | -14.4% | -10.3% |
| 6M | +5.8% | +33.2% | -27.5% | -8.1% |
| YTD | +5.7% | +27.7% | -22.0% | -6.4% |
| 1Y | +9.0% | +43.0% | -34.0% | -8.3% |
| 3Y | +340.5% | +224.4% | +116.1% | +154.7% |
| 5Y | +711.1% | +135.9% | +575.2% | +395.9% |
| 10Y | +2,856.4% | +1,232.5% | +1,623.9% | +616.9% |
| All | +2,856.4% | +1,162.5% | +1,693.9% | +616.9% |
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 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