+166.1%
B vs UPRO
+210.8%
-44.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +9.6% | -8.7% | +18.3% | +12.1% |
| 30D | +3.5% | -16.9% | +20.4% | +8.9% |
| 3M | -1.6% | -15.3% | +13.7% | +3.0% |
| 6M | -1.7% | -5.7% | +4.1% | 0.0% |
| YTD | -5.3% | +12.1% | -17.4% | -8.1% |
| 1Y | +27.2% | +16.4% | +10.8% | +22.5% |
| 3Y | +166.1% | +210.5% | -44.4% | +89.2% |
| All | +166.1% | +210.8% | -44.7% | +89.2% |
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