+1,043.4%
FFIV vs UPRO
+14,289.1%
-13,245.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -5.1% | -0.9% | -4.2% | -4.8% |
| 3M | -4.5% | +1.9% | -6.4% | -5.6% |
| 6M | +36.5% | +33.1% | +3.4% | +21.3% |
| YTD | +53.0% | +31.8% | +21.2% | +36.4% |
| 1Y | +24.2% | +48.3% | -24.1% | +5.4% |
| 3Y | +137.2% | +221.5% | -84.3% | +43.1% |
| 5Y | +91.8% | +136.7% | -45.0% | +19.8% |
| 10Y | +215.2% | +1,179.2% | -964.0% | -22.4% |
| All | +1,043.4% | +14,289.1% | -13,245.7% | -21.8% |
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