+43.8%
D vs UPRO
+1,163.1%
-1,119.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -1.7% |
| 7D | +0.8% | -0.9% | +1.7% | +0.7% |
| 30D | +10.7% | -11.4% | +22.1% | +12.7% |
| 3M | +2.3% | -10.9% | +13.2% | +3.9% |
| 6M | +12.5% | -0.5% | +13.0% | +11.4% |
| YTD | +20.1% | +19.9% | +0.2% | +14.3% |
| 1Y | +15.6% | +24.2% | -8.6% | +9.0% |
| 3Y | +75.2% | +236.9% | -161.8% | +29.1% |
| 5Y | +14.6% | +96.6% | -82.0% | -11.1% |
| 10Y | +43.8% | +1,091.6% | -1,047.8% | -35.5% |
| All | +43.8% | +1,163.1% | -1,119.4% | -35.5% |
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