+31.0%
AWK vs UPRO
+228.3%
-197.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | +2.7% | -2.9% | +5.6% | +2.6% |
| 30D | +16.7% | -12.4% | +29.1% | +16.0% |
| 3M | +11.7% | -11.9% | +23.6% | +11.1% |
| 6M | +21.9% | -1.7% | +23.6% | +22.1% |
| YTD | +17.6% | +18.5% | -0.9% | +18.8% |
| 1Y | +19.8% | +17.5% | +2.3% | +21.0% |
| 3Y | +31.0% | +218.4% | -187.4% | +1.1% |
| All | +31.0% | +228.3% | -197.4% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling