-93.7%
FRMI vs UPRO
+28.6%
-122.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.0% | +14.8% | +14.8% |
| 7D | +34.6% | +9.7% | +25.0% | +24.0% |
| 30D | -44.6% | -9.8% | -34.9% | -38.4% |
| 3M | -72.9% | -9.1% | -63.8% | -70.1% |
| 6M | -62.3% | +0.9% | -63.2% | -62.5% |
| YTD | -74.3% | +21.9% | -96.1% | -77.8% |
| 1Y | -90.5% | +19.8% | -110.3% | -91.6% |
| All | -93.7% | +28.6% | -122.3% | -94.3% |
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