-80.9%
FIG vs UPRO
+48.1%
-129.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.7% |
| 7D | -14.5% | -1.3% | -13.2% | -14.0% |
| 30D | -13.3% | -5.0% | -8.3% | -11.5% |
| 3M | +7.4% | +7.5% | -0.1% | +3.6% |
| 6M | -27.8% | +33.2% | -61.0% | -38.5% |
| YTD | -41.1% | +27.7% | -68.8% | -48.4% |
| 1Y | -58.7% | +43.0% | -101.8% | -64.0% |
| All | -80.9% | +48.1% | -129.1% | -82.8% |
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