+52.0%
B vs UPRO
+12,842.4%
-12,790.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -5.9% |
| 7D | +7.1% | -2.9% | +10.0% | +7.5% |
| 30D | -3.3% | -12.4% | +9.1% | -1.5% |
| 3M | -2.5% | -11.9% | +9.3% | -0.8% |
| 6M | -7.2% | -1.7% | -5.6% | -7.0% |
| YTD | -7.4% | +18.5% | -25.9% | -9.7% |
| 1Y | +16.4% | +17.5% | -1.1% | +13.7% |
| 3Y | +178.7% | +218.4% | -39.7% | +132.6% |
| 5Y | +121.7% | +99.1% | +22.6% | +88.7% |
| 10Y | +208.6% | +1,071.1% | -862.5% | +84.2% |
| All | +52.0% | +12,842.4% | -12,790.4% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling