-65.9%
FCEL vs UPRO
+240.0%
-305.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.7% |
| 7D | -15.8% | +0.1% | -15.9% | -16.0% |
| 30D | -29.3% | -0.9% | -28.4% | -28.9% |
| 3M | -30.1% | +1.9% | -32.1% | -29.9% |
| 6M | +74.4% | +33.1% | +41.3% | +50.7% |
| YTD | +104.5% | +31.8% | +72.7% | +77.8% |
| 1Y | +281.4% | +48.3% | +233.1% | +216.2% |
| All | -65.9% | +240.0% | -305.9% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling