-54.2%
COMP vs UPRO
+190.2%
-244.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -13.2% | +5.0% | +1.2% |
| 7D | -1.8% | -14.4% | +12.6% | +9.3% |
| 30D | -0.8% | -18.2% | +17.5% | +13.8% |
| 3M | -28.1% | -16.4% | -11.7% | -18.8% |
| 6M | +27.0% | -2.6% | +29.6% | +28.6% |
| YTD | -12.8% | +11.1% | -23.9% | -19.4% |
| 1Y | +4.9% | +11.8% | -6.9% | -4.0% |
| 3Y | +321.0% | +209.9% | +111.1% | +54.5% |
| 5Y | -25.6% | +80.9% | -106.5% | -64.6% |
| All | -54.2% | +190.2% | -244.4% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling