-52.4%
FN vs UPRO
+13.8%
-66.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.9% | -10.8% | -10.7% |
| 7D | -7.0% | -2.6% | -4.4% | -4.6% |
| 30D | -24.7% | -4.3% | -20.4% | -20.9% |
| 3M | -35.7% | -4.3% | -31.4% | -32.3% |
| 6M | -52.4% | +14.7% | -67.1% | -55.4% |
| All | -52.4% | +13.8% | -66.2% | -55.4% |
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