-49.3%
COMP vs UPRO
+192.6%
-241.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.1% |
| 7D | +13.4% | -8.7% | +22.1% | +20.7% |
| 30D | +11.1% | -16.9% | +28.0% | +26.0% |
| 3M | -18.8% | -15.3% | -3.6% | -9.1% |
| 6M | +10.5% | -5.7% | +16.2% | +14.0% |
| YTD | -3.4% | +12.1% | -15.5% | -11.2% |
| 1Y | +19.7% | +16.4% | +3.3% | +6.5% |
| 3Y | +381.6% | +210.5% | +171.1% | +76.7% |
| 5Y | -17.6% | +82.4% | -100.0% | -61.0% |
| All | -49.3% | +192.6% | -241.9% | -77.6% |
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