-24.1%
FICO vs UPRO
+210.8%
-234.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.9% | -8.7% | +7.7% | +1.1% |
| 30D | +3.3% | -16.9% | +20.2% | +8.2% |
| 3M | -31.7% | -15.3% | -16.5% | -28.9% |
| 6M | -34.0% | -5.7% | -28.3% | -34.3% |
| YTD | -58.3% | +12.1% | -70.4% | -61.2% |
| 1Y | -57.9% | +16.4% | -74.4% | -61.5% |
| 3Y | -24.1% | +210.5% | -234.6% | -53.5% |
| All | -24.1% | +210.8% | -234.9% | -53.5% |
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