+220.1%
C vs UPRO
+1,163.1%
-943.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.5% | -0.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | -5.4% | -11.4% | +6.0% | -0.9% |
| 3M | -9.2% | -10.9% | +1.7% | -5.2% |
| 6M | -1.8% | -0.5% | -1.3% | -2.9% |
| YTD | +6.7% | +19.9% | -13.2% | -3.2% |
| 1Y | +23.5% | +24.2% | -0.7% | +10.2% |
| 3Y | +219.8% | +236.9% | -17.2% | +75.6% |
| 5Y | +112.4% | +96.6% | +15.9% | +32.2% |
| 10Y | +220.1% | +1,091.6% | -871.5% | -35.3% |
| All | +220.1% | +1,163.1% | -943.0% | -35.3% |
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