+2.9%
AWK vs UPRO
+43.9%
-41.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.3% |
| 7D | +0.6% | -1.3% | +1.9% | +0.4% |
| 30D | +4.3% | -5.0% | +9.3% | +3.5% |
| 3M | +12.5% | +7.5% | +5.0% | +14.3% |
| 6M | +3.3% | +33.2% | -29.9% | +8.6% |
| YTD | +9.8% | +27.7% | -18.0% | +14.8% |
| 1Y | +2.9% | +43.0% | -40.1% | +10.1% |
| All | +2.9% | +43.9% | -41.0% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling