+152.0%
GE vs UPRO
+1,162.5%
-1,010.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -11.3% | -5.0% | -6.2% | -9.6% |
| 3M | -1.4% | +7.5% | -8.9% | -4.6% |
| 6M | +1.2% | +33.2% | -32.0% | -10.0% |
| YTD | +5.9% | +27.7% | -21.8% | -4.5% |
| 1Y | +18.4% | +43.0% | -24.6% | +1.8% |
| 3Y | +271.0% | +224.4% | +46.5% | +123.6% |
| 5Y | +417.9% | +135.9% | +282.1% | +222.5% |
| 10Y | +152.0% | +1,232.5% | -1,080.6% | -28.7% |
| All | +152.0% | +1,162.5% | -1,010.6% | -28.7% |
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