-5.3%
FSLY vs UPRO
+517.0%
-522.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.4% |
| 7D | +11.2% | -1.3% | +12.5% | +11.9% |
| 30D | -18.2% | -5.0% | -13.1% | -15.7% |
| 3M | +21.9% | +7.5% | +14.4% | +17.1% |
| 6M | +4.0% | +33.2% | -29.2% | -10.9% |
| YTD | +123.1% | +27.7% | +95.4% | +93.3% |
| 1Y | +196.9% | +43.0% | +153.8% | +140.6% |
| 3Y | -1.3% | +224.4% | -225.7% | -50.4% |
| 5Y | -50.2% | +135.9% | -186.1% | -71.2% |
| All | -5.3% | +517.0% | -522.4% | -65.0% |
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