+95.6%
F vs UPRO
+1,173.4%
-1,077.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +5.3% | +0.1% | +5.3% | +5.3% |
| 30D | +4.6% | -0.9% | +5.5% | +4.9% |
| 3M | -3.7% | +1.9% | -5.6% | -5.1% |
| 6M | +16.8% | +33.1% | -16.3% | +3.7% |
| YTD | +15.3% | +31.8% | -16.5% | +2.5% |
| 1Y | +31.0% | +48.3% | -17.3% | +10.6% |
| 3Y | +45.4% | +221.5% | -176.0% | -14.8% |
| 5Y | +54.7% | +136.7% | -82.1% | -4.6% |
| All | +95.6% | +1,173.4% | -1,077.8% | -47.9% |
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 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