+147.7%
EXC vs UPRO
+12,137.2%
-11,989.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -1.2% | -8.7% | +7.5% | +0.4% |
| 30D | +10.0% | -16.9% | +26.9% | +13.8% |
| 3M | +1.6% | -15.3% | +16.9% | +4.6% |
| 6M | +3.3% | -5.7% | +9.0% | +3.2% |
| YTD | +7.6% | +12.1% | -4.5% | +2.7% |
| 1Y | +3.5% | +16.4% | -13.0% | -2.3% |
| 3Y | +27.7% | +210.5% | -182.9% | -9.7% |
| 5Y | +41.1% | +82.4% | -41.3% | +5.8% |
| 10Y | +178.2% | +1,144.5% | -966.3% | +16.0% |
| All | +147.7% | +12,137.2% | -11,989.5% | -47.7% |
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