-23.6%
FPS vs UPRO
+24.0%
-47.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.0% | -8.8% | -8.6% |
| 7D | +21.6% | +9.7% | +12.0% | +10.3% |
| 30D | -38.8% | -9.8% | -29.0% | -29.5% |
| 3M | -42.1% | -9.1% | -33.0% | -34.1% |
| 6M | -48.5% | +0.9% | -49.4% | -47.2% |
| All | -23.6% | +24.0% | -47.6% | -31.9% |
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 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