+8.1%
FPS vs UPRO
+34.1%
-26.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.8% |
| 7D | +3.1% | +0.1% | +3.1% | +3.0% |
| 30D | -18.6% | -0.9% | -17.7% | -17.8% |
| 3M | -51.5% | +1.9% | -53.4% | -52.6% |
| 6M | -8.5% | +33.1% | -41.6% | -24.9% |
| All | +8.1% | +34.1% | -26.0% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling