+1,348.4%
FERG vs UPRO
+7,268.7%
-5,920.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -10.2% | -0.9% | -9.3% | -10.1% |
| 3M | -0.6% | +1.9% | -2.5% | -0.9% |
| 6M | -6.5% | +33.1% | -39.6% | -10.0% |
| YTD | +4.2% | +31.8% | -27.6% | +0.4% |
| 1Y | -2.3% | +48.3% | -50.5% | -7.2% |
| 3Y | +48.5% | +221.5% | -173.0% | +28.7% |
| 5Y | +72.0% | +136.7% | -64.7% | +48.4% |
| 10Y | +369.9% | +1,179.2% | -809.3% | +281.1% |
| All | +1,348.4% | +7,268.7% | -5,920.2% | +1,076.2% |
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