+101.7%
FFIV vs UPRO
+233.9%
-132.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | -0.5% |
| 7D | -2.9% | -3.8% | +0.8% | -1.9% |
| 30D | -32.4% | -8.9% | -23.6% | -30.4% |
| 3M | -22.7% | -7.4% | -15.3% | -20.9% |
| 6M | -10.7% | +1.6% | -12.2% | -11.9% |
| YTD | +25.4% | +23.2% | +2.2% | +14.9% |
| 1Y | +34.2% | +21.2% | +12.9% | +23.4% |
| All | +101.7% | +233.9% | -132.2% | +22.2% |
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 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