+1,577.3%
FERG vs UPRO
+6,786.8%
-5,209.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -2.0% | +1.4% |
| 7D | +6.4% | -3.8% | +10.2% | +6.9% |
| 30D | +19.9% | -8.9% | +28.8% | +21.3% |
| 3M | +5.6% | -7.4% | +13.0% | +6.5% |
| 6M | +9.2% | +1.6% | +7.7% | +8.8% |
| YTD | +20.6% | +23.2% | -2.5% | +17.1% |
| 1Y | +5.7% | +21.2% | -15.6% | +2.8% |
| 3Y | +73.6% | +230.8% | -157.2% | +50.4% |
| 5Y | +86.2% | +106.7% | -20.5% | +62.4% |
| 10Y | +440.7% | +1,125.0% | -684.4% | +341.6% |
| All | +1,577.3% | +6,786.8% | -5,209.6% | +1,272.3% |
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