-32.3%
FSLY vs UPRO
+472.7%
-505.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.2% |
| 7D | -22.9% | -2.9% | -20.0% | -20.5% |
| 30D | -44.6% | -12.4% | -32.1% | -39.2% |
| 3M | -41.5% | -11.9% | -29.6% | -35.9% |
| 6M | -20.8% | -1.7% | -19.2% | -18.4% |
| YTD | +59.5% | +18.5% | +41.0% | +46.9% |
| 1Y | +36.1% | +17.5% | +18.6% | +25.8% |
| 3Y | -1.0% | +218.4% | -219.3% | -48.8% |
| 5Y | -66.9% | +99.1% | -166.1% | -78.9% |
| All | -32.3% | +472.7% | -505.0% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling