+39.3%
FFIV vs UPRO
+81.0%
-41.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -8.1% | -8.7% | +0.6% | -5.2% |
| 30D | -33.4% | -16.9% | -16.5% | -28.9% |
| 3M | -24.7% | -15.3% | -9.5% | -20.3% |
| 6M | -8.8% | -5.7% | -3.1% | -7.6% |
| YTD | +21.8% | +12.1% | +9.7% | +15.1% |
| 1Y | +25.3% | +16.4% | +8.9% | +16.4% |
| 3Y | +101.2% | +210.5% | -109.4% | +23.3% |
| All | +39.3% | +81.0% | -41.7% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling