-28.3%
FSLY vs UPRO
+488.9%
-517.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | +11.8% | +9.7% | +2.1% | +6.2% |
| 30D | -36.5% | -9.8% | -26.8% | -31.5% |
| 3M | -39.7% | -9.1% | -30.6% | -35.1% |
| 6M | -9.7% | +0.9% | -10.6% | -8.1% |
| YTD | +68.9% | +21.9% | +47.0% | +53.2% |
| 1Y | +44.5% | +19.8% | +24.7% | +32.2% |
| 3Y | +4.8% | +227.4% | -222.6% | -46.6% |
| 5Y | -66.0% | +100.1% | -166.1% | -78.5% |
| All | -28.3% | +488.9% | -517.2% | -72.2% |
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