+858.3%
GD vs UPRO
+14,289.1%
-13,430.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -6.4% | -0.9% | -5.5% | -6.3% |
| 3M | +5.7% | +1.9% | +3.8% | +4.4% |
| 6M | -0.9% | +33.1% | -34.1% | -9.9% |
| YTD | +8.2% | +31.8% | -23.6% | -1.5% |
| 1Y | +13.4% | +48.3% | -34.9% | -0.6% |
| 3Y | +68.5% | +221.5% | -153.0% | +11.0% |
| 5Y | +97.2% | +136.7% | -39.6% | +30.1% |
| 10Y | +190.2% | +1,179.2% | -989.0% | -8.8% |
| All | +858.3% | +14,289.1% | -13,430.8% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling