+99.6%
FOXA vs UPRO
+516.3%
-416.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.4% | +4.4% |
| 7D | +2.7% | +7.4% | -4.7% | +0.7% |
| 30D | +10.0% | -7.9% | +17.9% | +11.9% |
| 3M | +5.0% | -12.0% | +17.0% | +7.9% |
| 6M | +3.4% | -2.0% | +5.3% | +2.4% |
| YTD | -5.5% | +20.4% | -25.9% | -12.0% |
| 1Y | +5.5% | +24.5% | -19.0% | -2.9% |
| 3Y | +139.3% | +224.4% | -85.1% | +61.4% |
| 5Y | +77.2% | +97.6% | -20.4% | +27.7% |
| All | +99.6% | +516.3% | -416.7% | -15.2% |
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 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