-61.9%
FLNC vs UPRO
+212.7%
-274.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -2.8% |
| 7D | -5.0% | -6.0% | +1.0% | -0.1% |
| 30D | -26.1% | -5.8% | -20.3% | -22.3% |
| 3M | -55.2% | +10.8% | -66.0% | -58.0% |
| 6M | -42.6% | +31.6% | -74.2% | -52.1% |
| YTD | -51.0% | +25.4% | -76.4% | -57.0% |
| 1Y | +43.3% | +39.2% | +4.1% | +21.0% |
| All | -61.9% | +212.7% | -274.6% | -85.2% |
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