-52.4%
FSLY vs UPRO
+136.1%
-188.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.5% |
| 7D | +3.5% | +1.5% | +2.0% | +2.4% |
| 30D | -6.4% | -3.7% | -2.7% | -3.6% |
| 3M | +10.9% | +8.0% | +2.9% | +4.9% |
| 6M | +6.7% | +38.7% | -31.9% | -15.3% |
| YTD | +111.1% | +29.5% | +81.6% | +72.7% |
| 1Y | +185.8% | +46.1% | +139.7% | +112.3% |
| 3Y | -6.6% | +229.1% | -235.7% | -65.9% |
| 5Y | -52.4% | +136.0% | -188.4% | -78.3% |
| All | -52.4% | +136.1% | -188.5% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling