+474.0%
AVGO vs UPRO
+81.0%
+393.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -9.9% | -8.7% | -1.2% | -5.3% |
| 30D | -22.0% | -16.9% | -5.1% | -13.4% |
| 3M | -30.0% | -15.3% | -14.8% | -23.3% |
| 6M | -30.7% | -5.7% | -25.0% | -28.5% |
| YTD | -14.7% | +12.1% | -26.8% | -20.3% |
| 1Y | -16.8% | +16.4% | -33.2% | -23.7% |
| 3Y | +244.4% | +210.5% | +33.9% | +93.7% |
| All | +474.0% | +81.0% | +393.0% | +286.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling