+1,516.3%
FERG vs UPRO
+6,715.4%
-5,199.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.5% |
| 7D | +8.2% | +9.7% | -1.5% | +7.0% |
| 30D | +14.4% | -9.8% | +24.1% | +15.8% |
| 3M | +4.3% | -9.1% | +13.5% | +5.5% |
| 6M | +7.9% | +0.9% | +7.0% | +7.5% |
| YTD | +16.3% | +21.9% | -5.6% | +13.0% |
| 1Y | +2.2% | +19.8% | -17.5% | -0.4% |
| 3Y | +67.3% | +227.4% | -160.1% | +45.2% |
| 5Y | +75.3% | +100.1% | -24.8% | +53.2% |
| 10Y | +421.0% | +1,112.3% | -691.3% | +326.2% |
| All | +1,516.3% | +6,715.4% | -5,199.1% | +1,224.2% |
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