+41.6%
D vs UPRO
+1,093.1%
-1,051.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +3.0% | -8.7% | +11.7% | +4.4% |
| 30D | +11.5% | -16.9% | +28.4% | +14.8% |
| 3M | +3.7% | -15.3% | +19.0% | +6.3% |
| 6M | +13.5% | -5.7% | +19.3% | +13.6% |
| YTD | +20.7% | +12.1% | +8.6% | +16.3% |
| 1Y | +18.2% | +16.4% | +1.8% | +12.8% |
| 3Y | +73.3% | +210.5% | -137.2% | +29.8% |
| 5Y | +12.3% | +82.4% | -70.1% | -11.6% |
| All | +41.6% | +1,093.1% | -1,051.4% | -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 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