+626.9%
FLEX vs UPRO
+1,064.0%
-437.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.1% |
| 7D | -13.6% | -2.9% | -10.8% | -12.3% |
| 30D | -36.5% | -12.4% | -24.1% | -31.7% |
| 3M | -36.4% | -11.9% | -24.6% | -31.8% |
| 6M | -46.5% | -1.7% | -44.8% | -45.2% |
| YTD | +25.9% | +18.5% | +7.4% | +18.5% |
| 1Y | +19.6% | +17.5% | +2.1% | +13.1% |
| 3Y | +287.0% | +218.4% | +68.6% | +123.1% |
| 5Y | +466.6% | +99.1% | +367.5% | +266.9% |
| 10Y | +626.9% | +1,071.1% | -444.2% | +82.7% |
| All | +626.9% | +1,064.0% | -437.1% | +82.7% |
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 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