+0.5%
FERG vs UPRO
+41.4%
-40.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.3% |
| 7D | -2.6% | -2.5% | 0.0% | -1.6% |
| 30D | -8.9% | -4.2% | -4.7% | -7.4% |
| 3M | -2.0% | +8.1% | -10.1% | -5.3% |
| 6M | -3.2% | +35.2% | -38.4% | -16.1% |
| YTD | +1.5% | +28.4% | -26.9% | -10.4% |
| 1Y | +0.5% | +39.3% | -38.8% | -15.8% |
| All | +0.5% | +41.4% | -40.9% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling