+663.2%
FLEX vs UPRO
+137.3%
+526.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -10.1% | -0.9% | -9.3% | -9.8% |
| 3M | -31.3% | +1.9% | -33.3% | -31.7% |
| 6M | +71.3% | +33.1% | +38.2% | +50.5% |
| YTD | +81.2% | +31.8% | +49.5% | +60.0% |
| 1Y | +98.5% | +48.3% | +50.2% | +66.1% |
| 3Y | +428.2% | +221.5% | +206.8% | +207.1% |
| All | +663.2% | +137.3% | +526.0% | +349.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling