-23.8%
FICO vs UPRO
+208.2%
-232.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.2% | +14.1% | +4.6% |
| 7D | -0.3% | -14.4% | +14.1% | +3.7% |
| 30D | +1.7% | -18.2% | +20.0% | +7.0% |
| 3M | -35.2% | -16.4% | -18.8% | -32.2% |
| 6M | -33.7% | -2.6% | -31.0% | -34.8% |
| YTD | -58.2% | +11.1% | -69.3% | -61.0% |
| 1Y | -56.6% | +11.8% | -68.3% | -59.7% |
| All | -23.8% | +208.2% | -232.0% | -53.2% |
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