+25,809.4%
AVGO vs UPRO
+8,690.1%
+17,119.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -9.9% | -8.7% | -1.2% | -6.1% |
| 30D | -22.0% | -16.9% | -5.1% | -14.9% |
| 3M | -30.0% | -15.3% | -14.8% | -24.5% |
| 6M | -30.7% | -5.7% | -25.0% | -28.8% |
| YTD | -14.7% | +12.1% | -26.8% | -19.2% |
| 1Y | -16.8% | +16.4% | -33.2% | -22.4% |
| 3Y | +244.4% | +210.5% | +33.9% | +108.0% |
| 5Y | +474.0% | +82.4% | +391.6% | +301.1% |
| 10Y | +2,122.6% | +1,144.5% | +978.1% | +466.1% |
| All | +25,809.4% | +8,690.1% | +17,119.3% | +2,621.5% |
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 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