+43.5%
F vs UPRO
+210.8%
-167.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | +1.6% | -8.7% | +10.2% | +4.2% |
| 30D | +2.6% | -16.9% | +19.5% | +8.6% |
| 3M | -8.8% | -15.3% | +6.4% | -4.2% |
| 6M | +4.6% | -5.7% | +10.3% | +5.5% |
| YTD | -1.9% | +12.1% | -14.0% | -7.3% |
| 1Y | -0.8% | +16.4% | -17.2% | -7.6% |
| 3Y | +43.5% | +210.5% | -167.1% | -23.3% |
| All | +43.5% | +210.8% | -167.3% | -23.3% |
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