+390.3%
GDDY vs UPRO
+1,291.3%
-901.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.7% | +0.9% |
| 7D | -3.2% | -2.5% | -0.7% | -2.3% |
| 30D | +6.8% | -4.2% | +11.0% | +8.4% |
| 3M | +30.5% | +8.1% | +22.4% | +26.1% |
| 6M | +13.3% | +35.2% | -21.9% | +0.1% |
| YTD | -21.0% | +28.4% | -49.4% | -29.3% |
| 1Y | -34.0% | +39.3% | -73.3% | -43.0% |
| 3Y | +33.1% | +219.9% | -186.8% | -19.8% |
| 5Y | +30.3% | +142.8% | -112.5% | -19.8% |
| 10Y | +205.5% | +1,240.0% | -1,034.5% | -15.7% |
| All | +390.3% | +1,291.3% | -901.0% | +39.4% |
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