+343.8%
F vs UPRO
+12,035.6%
-11,691.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.2% | +12.1% | +4.2% |
| 7D | +1.4% | -14.4% | +15.8% | +7.3% |
| 30D | +2.0% | -18.2% | +20.3% | +9.8% |
| 3M | -10.4% | -16.4% | +6.0% | -4.5% |
| 6M | +9.7% | -2.6% | +12.3% | +9.3% |
| YTD | -1.2% | +11.1% | -12.3% | -7.3% |
| 1Y | 0.0% | +11.8% | -11.7% | -6.6% |
| 3Y | +41.1% | +209.9% | -168.8% | -18.7% |
| 5Y | -11.4% | +80.9% | -92.3% | -40.7% |
| 10Y | +85.0% | +1,134.2% | -1,049.2% | -55.8% |
| All | +343.8% | +12,035.6% | -11,691.9% | -68.3% |
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 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