+345.6%
AVGO vs UPRO
+230.2%
+115.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +4.1% |
| 7D | -0.3% | +1.5% | -1.8% | -1.5% |
| 30D | -13.8% | -3.7% | -10.1% | -11.8% |
| 3M | -6.9% | +8.0% | -14.9% | -12.2% |
| 6M | +11.9% | +38.7% | -26.7% | -11.4% |
| YTD | +6.9% | +29.5% | -22.7% | -11.7% |
| 1Y | +7.4% | +46.1% | -38.7% | -18.2% |
| 3Y | +345.6% | +229.1% | +116.5% | +101.5% |
| All | +345.6% | +230.2% | +115.4% | +101.5% |
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