+76.2%
FDX vs UPRO
+95.9%
-19.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +5.2% | +7.4% | -2.2% | +2.7% |
| 30D | +11.3% | -7.9% | +19.2% | +13.7% |
| 3M | -4.1% | -12.0% | +7.9% | -0.8% |
| 6M | +9.6% | -2.0% | +11.6% | +9.0% |
| YTD | +40.9% | +20.4% | +20.5% | +30.0% |
| 1Y | +53.0% | +24.5% | +28.5% | +39.4% |
| 3Y | +74.1% | +224.4% | -150.3% | +9.9% |
| All | +76.2% | +95.9% | -19.7% | +18.5% |
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