-3.3%
AWK vs UPRO
+95.9%
-99.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +0.1% | +7.4% | -7.3% | -0.6% |
| 30D | +14.3% | -7.9% | +22.2% | +14.9% |
| 3M | +10.3% | -12.0% | +22.3% | +11.4% |
| 6M | +18.9% | -2.0% | +20.9% | +18.3% |
| YTD | +17.7% | +20.4% | -2.7% | +13.8% |
| 1Y | +16.9% | +24.5% | -7.7% | +12.3% |
| 3Y | +32.2% | +224.4% | -192.2% | +0.4% |
| All | -3.3% | +95.9% | -99.2% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling