-8.7%
COMP vs UPRO
+95.9%
-104.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.6% |
| 7D | 0.0% | +7.4% | -7.4% | -5.1% |
| 30D | +16.6% | -7.9% | +24.4% | +23.2% |
| 3M | -23.5% | -12.0% | -11.5% | -16.4% |
| 6M | +25.7% | -2.0% | +27.7% | +26.1% |
| YTD | -3.4% | +20.4% | -23.8% | -16.1% |
| 1Y | +7.6% | +24.5% | -16.9% | -9.2% |
| 3Y | +423.6% | +224.4% | +199.2% | +76.7% |
| All | -8.7% | +95.9% | -104.6% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling