+92.4%
FOXA vs UPRO
+557.5%
-465.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.3% | +0.5% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | +5.0% | -4.2% | +9.3% | +6.2% |
| 3M | -3.0% | +8.1% | -11.1% | -5.6% |
| 6M | +14.8% | +35.2% | -20.5% | +4.5% |
| YTD | -8.9% | +28.4% | -37.4% | -16.2% |
| 1Y | +13.3% | +39.3% | -25.9% | +1.5% |
| 3Y | +115.4% | +219.9% | -104.5% | +46.3% |
| 5Y | +95.3% | +142.8% | -47.5% | +33.1% |
| All | +92.4% | +557.5% | -465.2% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling