+137.0%
EXC vs UPRO
+14,289.1%
-14,152.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | -1.3% | +1.9% | -3.2% | -2.3% |
| 6M | -9.7% | +33.1% | -42.8% | -16.1% |
| YTD | +2.9% | +31.8% | -28.9% | -4.6% |
| 1Y | +4.4% | +48.3% | -43.9% | -6.1% |
| 3Y | +22.2% | +221.5% | -199.3% | -13.6% |
| 5Y | +46.7% | +136.7% | -90.0% | +3.9% |
| 10Y | +155.3% | +1,179.2% | -1,023.8% | +6.3% |
| All | +137.0% | +14,289.1% | -14,152.1% | -51.4% |
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 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