-48.2%
FLEX vs UPRO
-3.6%
-44.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.7% | +3.7% |
| 7D | -19.3% | -8.7% | -10.6% | -12.1% |
| 30D | -41.5% | -16.9% | -24.6% | -28.3% |
| 3M | -43.1% | -15.3% | -27.8% | -31.9% |
| 6M | -48.2% | -5.7% | -42.5% | -46.8% |
| All | -48.2% | -3.6% | -44.7% | -46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling