+76.5%
FOXA vs UPRO
+95.9%
-19.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.4% | +4.4% |
| 7D | +2.7% | +7.4% | -4.7% | +1.0% |
| 30D | +10.0% | -7.9% | +17.9% | +11.6% |
| 3M | +5.0% | -12.0% | +17.0% | +7.5% |
| 6M | +3.4% | -2.0% | +5.3% | +2.5% |
| YTD | -5.5% | +20.4% | -25.9% | -11.2% |
| 1Y | +5.5% | +24.5% | -19.0% | -1.8% |
| 3Y | +139.3% | +224.4% | -85.1% | +68.5% |
| All | +76.5% | +95.9% | -19.4% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling