+288.6%
AZO vs UPRO
+1,258.3%
-969.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | -3.6% | -2.5% | -1.0% | -3.1% |
| 30D | -5.6% | -4.2% | -1.3% | -4.8% |
| 3M | -6.6% | +8.1% | -14.7% | -8.6% |
| 6M | -22.5% | +35.2% | -57.7% | -28.0% |
| YTD | -15.2% | +28.4% | -43.6% | -20.5% |
| 1Y | -33.9% | +39.3% | -73.2% | -39.5% |
| 3Y | +11.8% | +219.9% | -208.1% | -19.5% |
| 5Y | +85.5% | +142.8% | -57.3% | +34.1% |
| All | +288.6% | +1,258.3% | -969.8% | +61.3% |
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