+76.0%
D vs UPRO
+233.9%
-157.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | -2.4% | -3.8% | +1.4% | -2.3% |
| 30D | +9.0% | -8.9% | +17.8% | +9.4% |
| 3M | +1.0% | -7.4% | +8.4% | +1.2% |
| 6M | +11.0% | +1.6% | +9.4% | +10.5% |
| YTD | +19.8% | +23.2% | -3.4% | +17.5% |
| 1Y | +16.0% | +21.2% | -5.3% | +13.8% |
| All | +76.0% | +233.9% | -157.9% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling