+84.4%
FICO vs UPRO
+95.9%
-11.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +2.2% | +7.4% | -5.2% | -0.4% |
| 30D | +0.1% | -7.9% | +8.0% | +2.0% |
| 3M | -35.2% | -12.0% | -23.1% | -32.9% |
| 6M | -32.4% | -2.0% | -30.4% | -33.6% |
| YTD | -57.4% | +20.4% | -77.8% | -61.7% |
| 1Y | -58.5% | +24.5% | -83.1% | -63.3% |
| 3Y | -28.9% | +224.4% | -253.2% | -59.7% |
| All | +84.4% | +95.9% | -11.5% | +11.3% |
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