+244.4%
AVGO vs UPRO
+210.8%
+33.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -9.9% | -8.7% | -1.2% | -4.2% |
| 30D | -22.0% | -16.9% | -5.1% | -11.2% |
| 3M | -30.0% | -15.3% | -14.8% | -21.7% |
| 6M | -30.7% | -5.7% | -25.0% | -28.2% |
| YTD | -14.7% | +12.1% | -26.8% | -22.3% |
| 1Y | -16.8% | +16.4% | -33.2% | -26.1% |
| 3Y | +244.4% | +210.5% | +33.9% | +49.2% |
| All | +244.4% | +210.8% | +33.6% | +49.2% |
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