+31,416.6%
AVGO vs UPRO
+10,235.8%
+21,180.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -3.0% | +0.1% | -3.0% | -3.1% |
| 30D | -14.4% | -0.9% | -13.5% | -14.2% |
| 3M | -14.4% | +1.9% | -16.4% | -15.2% |
| 6M | +13.1% | +33.1% | -20.0% | -1.1% |
| YTD | +3.8% | +31.8% | -28.0% | -8.9% |
| 1Y | +17.8% | +48.3% | -30.5% | -1.8% |
| 3Y | +325.3% | +221.5% | +103.8% | +150.6% |
| 5Y | +689.9% | +136.7% | +553.2% | +389.3% |
| 10Y | +2,597.0% | +1,179.2% | +1,417.8% | +572.5% |
| All | +31,416.6% | +10,235.8% | +21,180.8% | +2,968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling