+282.7%
FLEX vs UPRO
+226.4%
+56.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.2% |
| 7D | +7.5% | +7.4% | 0.0% | +2.6% |
| 30D | -25.3% | -7.9% | -17.4% | -20.6% |
| 3M | -39.7% | -12.0% | -27.7% | -33.8% |
| 6M | -47.9% | -2.0% | -45.9% | -46.4% |
| YTD | +24.1% | +20.4% | +3.7% | +13.4% |
| 1Y | +26.0% | +24.5% | +1.4% | +13.0% |
| 3Y | +282.7% | +224.4% | +58.3% | +97.7% |
| All | +282.7% | +226.4% | +56.3% | +97.7% |
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