+129.0%
FITB vs UPRO
+218.6%
-89.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | -5.1% | -5.0% | -0.1% | -3.6% |
| 3M | +3.5% | +7.5% | -4.0% | +0.4% |
| 6M | +17.2% | +33.2% | -16.0% | +4.7% |
| YTD | +17.6% | +27.7% | -10.1% | +6.3% |
| 1Y | +23.4% | +43.0% | -19.7% | +6.6% |
| All | +129.0% | +218.6% | -89.6% | +30.7% |
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