+182.1%
FSLY vs UPRO
+51.4%
+130.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | -20.9% | -0.9% | -20.0% | -20.4% |
| 3M | +3.4% | +1.9% | +1.5% | +2.8% |
| 6M | +2.7% | +33.1% | -30.4% | -8.4% |
| YTD | +102.3% | +31.8% | +70.5% | +77.8% |
| 1Y | +182.1% | +48.3% | +133.8% | +105.4% |
| All | +182.1% | +51.4% | +130.6% | +105.4% |
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