+334.9%
COMP vs UPRO
+208.2%
+126.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -13.2% | +5.0% | -0.7% |
| 7D | -1.8% | -14.4% | +12.6% | +7.0% |
| 30D | -0.8% | -18.2% | +17.5% | +10.8% |
| 3M | -28.1% | -16.4% | -11.7% | -20.6% |
| 6M | +27.0% | -2.6% | +29.6% | +29.0% |
| YTD | -12.8% | +11.1% | -23.9% | -17.3% |
| 1Y | +4.9% | +11.8% | -6.9% | -1.2% |
| All | +334.9% | +208.2% | +126.7% | +30.9% |
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