-4.3%
FSLY vs UPRO
+210.8%
-215.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.5% |
| 7D | -31.4% | -8.7% | -22.7% | -26.1% |
| 30D | -37.3% | -16.9% | -20.4% | -28.3% |
| 3M | -30.1% | -15.3% | -14.9% | -20.8% |
| 6M | -49.8% | -5.7% | -44.1% | -46.2% |
| YTD | +55.7% | +12.1% | +43.6% | +49.0% |
| 1Y | +44.5% | +16.4% | +28.1% | +35.1% |
| 3Y | -4.3% | +210.5% | -214.9% | -62.0% |
| All | -4.3% | +210.8% | -215.2% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling