+74.3%
FCX vs UPRO
+210.8%
-136.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | -4.9% | -8.7% | +3.8% | -0.2% |
| 30D | -17.1% | -16.9% | -0.2% | -8.3% |
| 3M | -12.7% | -15.3% | +2.6% | -4.6% |
| 6M | -2.0% | -5.7% | +3.7% | +1.1% |
| YTD | +18.1% | +12.1% | +6.0% | +10.7% |
| 1Y | +55.2% | +16.4% | +38.7% | +42.5% |
| 3Y | +74.3% | +210.5% | -136.2% | -15.1% |
| All | +74.3% | +210.8% | -136.5% | -15.1% |
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