+114.3%
FCX vs UPRO
+137.3%
-23.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | +4.8% | -0.9% | +5.7% | +5.2% |
| 3M | +4.6% | +1.9% | +2.7% | +3.6% |
| 6M | +10.8% | +33.1% | -22.3% | -3.6% |
| YTD | +44.2% | +31.8% | +12.4% | +25.7% |
| 1Y | +59.6% | +48.3% | +11.3% | +31.4% |
| 3Y | +82.2% | +221.5% | -139.2% | -1.2% |
| All | +114.3% | +137.3% | -23.0% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling