+200.4%
B vs UPRO
+222.2%
-21.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.4% | -0.9% | +10.3% | +9.7% |
| 3M | +5.0% | +1.9% | +3.1% | +4.3% |
| 6M | -3.5% | +33.1% | -36.7% | -10.3% |
| YTD | +4.5% | +31.8% | -27.3% | -2.7% |
| 1Y | +67.8% | +48.3% | +19.5% | +52.6% |
| All | +200.4% | +222.2% | -21.8% | +126.7% |
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