+208.8%
C vs UPRO
+1,064.0%
-855.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | -0.4% | -2.9% | +2.5% | +0.5% |
| 30D | -5.2% | -12.4% | +7.3% | -0.1% |
| 3M | -9.1% | -11.9% | +2.8% | -4.7% |
| 6M | -1.6% | -1.7% | +0.1% | -2.2% |
| YTD | +6.9% | +18.5% | -11.6% | -2.5% |
| 1Y | +23.0% | +17.5% | +5.5% | +12.4% |
| 3Y | +216.1% | +218.4% | -2.2% | +78.0% |
| 5Y | +112.2% | +99.1% | +13.1% | +31.2% |
| 10Y | +208.8% | +1,071.1% | -862.3% | -36.6% |
| All | +208.8% | +1,064.0% | -855.2% | -36.6% |
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 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