+86.1%
FICO vs UPRO
+80.0%
+6.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.2% | +14.1% | +5.5% |
| 7D | -0.3% | -14.4% | +14.1% | +4.6% |
| 30D | +1.7% | -18.2% | +20.0% | +8.1% |
| 3M | -35.2% | -16.4% | -18.8% | -31.6% |
| 6M | -33.7% | -2.6% | -31.0% | -34.9% |
| YTD | -58.2% | +11.1% | -69.3% | -61.3% |
| 1Y | -56.6% | +11.8% | -68.3% | -60.0% |
| 3Y | -24.0% | +209.9% | -233.9% | -56.3% |
| 5Y | +86.1% | +80.9% | +5.2% | +16.6% |
| All | +86.1% | +80.0% | +6.1% | +16.6% |
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