+42.9%
FANG vs UPRO
+51.4%
-8.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -2.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +7.6% | -0.9% | +8.5% | +7.5% |
| 3M | -1.3% | +1.9% | -3.2% | -0.5% |
| 6M | +14.7% | +33.1% | -18.4% | +20.0% |
| YTD | +34.8% | +31.8% | +3.0% | +40.8% |
| 1Y | +42.9% | +48.3% | -5.4% | +55.3% |
| All | +42.9% | +51.4% | -8.5% | +55.3% |
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 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