-83.7%
FIG vs UPRO
+30.0%
-113.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -13.1% | -8.7% | -4.4% | -8.7% |
| 30D | -13.0% | -16.9% | +3.9% | -5.4% |
| 3M | -21.5% | -15.3% | -6.3% | -15.4% |
| 6M | -2.5% | -5.7% | +3.2% | -0.5% |
| YTD | -49.7% | +12.1% | -61.7% | -53.1% |
| 1Y | -59.1% | +16.4% | -75.5% | -62.7% |
| All | -83.7% | +30.0% | -113.7% | -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 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