+2,094.1%
FLEX vs UPRO
+12,137.2%
-10,043.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.7% | +4.2% |
| 7D | -19.3% | -8.7% | -10.6% | -15.7% |
| 30D | -41.5% | -16.9% | -24.6% | -35.7% |
| 3M | -43.1% | -15.3% | -27.8% | -38.0% |
| 6M | -48.2% | -5.7% | -42.5% | -46.0% |
| YTD | +15.5% | +12.1% | +3.4% | +11.5% |
| 1Y | +10.2% | +16.4% | -6.2% | +4.6% |
| 3Y | +256.8% | +210.5% | +46.3% | +107.4% |
| 5Y | +408.2% | +82.4% | +325.8% | +241.2% |
| 10Y | +580.8% | +1,144.5% | -563.7% | +53.3% |
| All | +2,094.1% | +12,137.2% | -10,043.1% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling