-66.7%
FCEL vs UPRO
+228.3%
-295.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.2% |
| 7D | -8.3% | -2.9% | -5.4% | -6.1% |
| 30D | -43.0% | -12.4% | -30.6% | -36.8% |
| 3M | -48.2% | -11.9% | -36.3% | -42.6% |
| 6M | -25.0% | -1.7% | -23.3% | -20.5% |
| YTD | +40.6% | +18.5% | +22.1% | +33.8% |
| 1Y | +36.0% | +17.5% | +18.5% | +30.3% |
| 3Y | -66.7% | +218.4% | -285.1% | -90.4% |
| All | -66.7% | +228.3% | -295.1% | -90.4% |
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