+768.2%
FDX vs UPRO
+14,289.1%
-13,520.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +3.8% | -0.9% | +4.7% | +4.1% |
| 3M | -1.3% | +1.9% | -3.2% | -2.6% |
| 6M | +5.0% | +33.1% | -28.1% | -6.5% |
| YTD | +39.6% | +31.8% | +7.9% | +24.3% |
| 1Y | +81.1% | +48.3% | +32.8% | +53.5% |
| 3Y | +63.0% | +221.5% | -158.4% | -2.4% |
| 5Y | +65.6% | +136.7% | -71.1% | +1.6% |
| 10Y | +183.4% | +1,179.2% | -995.8% | -25.7% |
| All | +768.2% | +14,289.1% | -13,520.9% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling