+514.9%
GEV vs UPRO
+102.6%
+412.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.1% |
| 7D | +3.7% | +7.4% | -3.7% | -0.8% |
| 30D | -14.7% | -7.9% | -6.8% | -10.6% |
| 3M | -23.4% | -12.0% | -11.4% | -17.5% |
| 6M | -24.3% | -2.0% | -22.4% | -24.2% |
| YTD | +23.2% | +20.4% | +2.8% | +7.4% |
| 1Y | +44.2% | +24.5% | +19.7% | +23.6% |
| All | +514.9% | +102.6% | +412.2% | +289.4% |
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 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