+151.5%
EXC vs UPRO
+1,152.9%
-1,001.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | +1.2% | +1.5% | -0.2% | +0.9% |
| 30D | -2.7% | -3.7% | +1.0% | -2.0% |
| 3M | -1.0% | +8.0% | -8.9% | -3.1% |
| 6M | -9.3% | +38.7% | -47.9% | -16.7% |
| YTD | +3.6% | +29.5% | -25.9% | -3.7% |
| 1Y | +5.9% | +46.1% | -40.2% | -4.8% |
| 3Y | +21.3% | +229.1% | -207.8% | -16.9% |
| 5Y | +46.2% | +136.0% | -89.8% | +1.1% |
| 10Y | +151.5% | +1,155.3% | -1,003.8% | -9.4% |
| All | +151.5% | +1,152.9% | -1,001.5% | -9.4% |
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 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