+34.3%
FANG vs UPRO
+29.4%
+4.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.9% | -9.8% | -3.9% |
| 7D | -11.3% | -2.6% | -8.8% | -11.6% |
| 30D | -0.7% | -4.3% | +3.7% | -1.2% |
| 3M | -4.2% | -4.3% | +0.1% | -4.6% |
| 6M | -13.5% | +14.7% | -28.2% | -10.5% |
| YTD | +23.7% | +28.0% | -4.3% | +31.9% |
| 1Y | +34.3% | +29.8% | +4.5% | +43.5% |
| All | +34.3% | +29.4% | +4.9% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling