+307.0%
D vs UPRO
+14,289.1%
-13,982.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -3.6% | -0.9% | -2.7% | -3.4% |
| 3M | -1.0% | +1.9% | -2.9% | -1.8% |
| 6M | +6.3% | +33.1% | -26.8% | -0.2% |
| YTD | +14.7% | +31.8% | -17.1% | +7.7% |
| 1Y | +16.9% | +48.3% | -31.3% | +6.8% |
| 3Y | +56.8% | +221.5% | -164.7% | +17.6% |
| 5Y | +5.2% | +136.7% | -131.5% | -21.1% |
| 10Y | +35.9% | +1,179.2% | -1,143.3% | -37.7% |
| All | +307.0% | +14,289.1% | -13,982.1% | -1.4% |
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 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