+34.7%
D vs UPRO
+1,170.7%
-1,136.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | 0.0% | +1.9% | -1.9% | -0.8% |
| 6M | +7.4% | +33.1% | -25.8% | +1.0% |
| YTD | +15.9% | +31.8% | -15.9% | +8.9% |
| 1Y | +18.1% | +48.3% | -30.2% | +8.1% |
| 3Y | +58.4% | +221.5% | -163.1% | +18.5% |
| 5Y | +5.2% | +136.7% | -131.5% | -21.3% |
| All | +34.7% | +1,170.7% | -1,136.0% | -40.4% |
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