+136.1%
AWK vs UPRO
+1,162.5%
-1,026.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | +4.3% | -5.0% | +9.3% | +5.2% |
| 3M | +12.5% | +7.5% | +5.0% | +10.6% |
| 6M | +3.3% | +33.2% | -29.9% | -3.1% |
| YTD | +9.8% | +27.7% | -18.0% | +3.5% |
| 1Y | +2.9% | +43.0% | -40.1% | -5.6% |
| 3Y | +9.6% | +224.4% | -214.8% | -20.5% |
| 5Y | -16.7% | +135.9% | -152.5% | -39.1% |
| 10Y | +136.1% | +1,232.5% | -1,096.4% | -3.3% |
| All | +136.1% | +1,162.5% | -1,026.5% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling