-12.5%
F vs UPRO
+96.6%
-109.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +1.0% | -2.9% | +3.8% | +1.5% |
| 30D | +2.1% | -12.4% | +14.6% | +6.9% |
| 3M | -10.3% | -11.9% | +1.6% | -6.4% |
| 6M | +3.3% | -1.7% | +4.9% | +2.3% |
| YTD | -2.0% | +18.5% | -20.5% | -10.8% |
| 1Y | -2.3% | +17.5% | -19.8% | -11.0% |
| 3Y | +49.9% | +218.4% | -168.5% | -19.1% |
| 5Y | -12.5% | +99.1% | -111.6% | -45.6% |
| All | -12.5% | +96.6% | -109.1% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling