-83.2%
FIG vs UPRO
+39.6%
-122.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.4% |
| 7D | +3.4% | +7.4% | -4.0% | 0.0% |
| 30D | -9.5% | -7.9% | -1.6% | -5.9% |
| 3M | -26.2% | -12.0% | -14.2% | -22.0% |
| 6M | +2.7% | -2.0% | +4.7% | +3.2% |
| YTD | -48.0% | +20.4% | -68.3% | -53.1% |
| 1Y | -52.0% | +24.5% | -76.6% | -57.8% |
| All | -83.2% | +39.6% | -122.8% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling