+1,422.9%
FANG vs UPRO
+4,098.6%
-2,675.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | +2.4% | -5.0% | +7.4% | +4.3% |
| 3M | +4.9% | +7.5% | -2.6% | +0.4% |
| 6M | +12.0% | +33.2% | -21.2% | -3.6% |
| YTD | +37.1% | +27.7% | +9.4% | +19.3% |
| 1Y | +52.3% | +43.0% | +9.2% | +25.1% |
| 3Y | +45.0% | +224.4% | -179.5% | -22.2% |
| 5Y | +231.0% | +135.9% | +95.1% | +80.9% |
| 10Y | +177.5% | +1,232.5% | -1,055.0% | -41.4% |
| All | +1,422.9% | +4,098.6% | -2,675.7% | +83.6% |
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 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