+55.0%
FERG vs UPRO
+230.2%
-175.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +3.4% | +1.5% | +1.9% | +2.8% |
| 30D | -11.5% | -3.7% | -7.8% | -10.4% |
| 3M | +1.3% | +8.0% | -6.7% | -1.7% |
| 6M | -1.0% | +38.7% | -39.6% | -12.6% |
| YTD | +3.2% | +29.5% | -26.3% | -6.9% |
| 1Y | -3.0% | +46.1% | -49.0% | -16.2% |
| 3Y | +55.0% | +229.1% | -174.1% | -1.6% |
| All | +55.0% | +230.2% | -175.1% | -1.6% |
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