+183.8%
EXC vs UPRO
+1,163.1%
-979.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.9% | -1.4% |
| 7D | -1.7% | -0.9% | -0.8% | -1.9% |
| 30D | +9.3% | -11.4% | +20.8% | +11.6% |
| 3M | +1.0% | -10.9% | +11.9% | +2.9% |
| 6M | +5.9% | -0.5% | +6.5% | +4.6% |
| YTD | +7.6% | +19.9% | -12.2% | +1.1% |
| 1Y | +2.4% | +24.2% | -21.8% | -4.8% |
| 3Y | +30.2% | +236.9% | -206.7% | -11.8% |
| 5Y | +41.4% | +96.6% | -55.2% | +2.5% |
| 10Y | +183.8% | +1,091.6% | -907.8% | +2.5% |
| All | +183.8% | +1,163.1% | -979.4% | +2.5% |
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