+2,475.6%
AVGO vs UPRO
+1,064.0%
+1,411.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.5% |
| 7D | 0.0% | -2.9% | +2.8% | +1.4% |
| 30D | -8.2% | -12.4% | +4.3% | -1.9% |
| 3M | -21.3% | -11.9% | -9.4% | -16.3% |
| 6M | -22.5% | -1.7% | -20.9% | -21.8% |
| YTD | -3.6% | +18.5% | -22.1% | -11.3% |
| 1Y | -6.7% | +17.5% | -24.2% | -13.6% |
| 3Y | +258.1% | +218.4% | +39.8% | +110.2% |
| 5Y | +560.9% | +99.1% | +461.7% | +337.5% |
| 10Y | +2,475.6% | +1,071.1% | +1,404.5% | +443.1% |
| All | +2,475.6% | +1,064.0% | +1,411.6% | +443.1% |
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