-23.9%
DOW vs UPRO
+226.4%
-250.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.0% | -8.4% | -3.2% |
| 7D | -9.4% | -0.9% | -8.5% | -9.6% |
| 30D | +8.9% | -11.4% | +20.4% | +11.8% |
| 3M | +6.7% | -10.9% | +17.7% | +9.0% |
| 6M | -14.2% | -0.5% | -13.6% | -16.1% |
| YTD | +36.9% | +19.9% | +17.0% | +23.9% |
| 1Y | +45.8% | +24.2% | +21.6% | +29.6% |
| 3Y | -23.9% | +236.9% | -260.8% | -57.3% |
| All | -23.9% | +226.4% | -250.3% | -57.3% |
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