+164.3%
FSLY vs UPRO
+29.4%
+134.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.0% | -2.4% |
| 7D | -22.2% | -2.6% | -19.6% | -21.1% |
| 30D | -19.1% | -4.3% | -14.8% | -17.2% |
| 3M | -15.7% | -4.3% | -11.4% | -13.8% |
| 6M | -23.5% | +14.7% | -38.2% | -23.6% |
| YTD | +106.6% | +28.0% | +78.6% | +84.5% |
| 1Y | +164.3% | +29.8% | +134.4% | +136.3% |
| All | +164.3% | +29.4% | +134.9% | +136.3% |
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 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