+27.7%
EXC vs UPRO
+210.8%
-183.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | -1.2% | -8.7% | +7.5% | -1.3% |
| 30D | +10.0% | -16.9% | +26.9% | +9.8% |
| 3M | +1.6% | -15.3% | +16.9% | +1.4% |
| 6M | +3.3% | -5.7% | +9.0% | +3.2% |
| YTD | +7.6% | +12.1% | -4.5% | +7.3% |
| 1Y | +3.5% | +16.4% | -13.0% | +3.2% |
| 3Y | +27.7% | +210.5% | -182.9% | +3.9% |
| All | +27.7% | +210.8% | -183.2% | +3.9% |
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