+632.4%
GEV vs UPRO
+116.2%
+516.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.1% |
| 7D | +1.6% | -2.5% | +4.2% | +3.3% |
| 30D | -7.9% | -4.2% | -3.7% | -5.4% |
| 3M | +5.6% | +8.1% | -2.4% | +0.4% |
| 6M | +13.1% | +35.2% | -22.2% | -7.3% |
| YTD | +46.7% | +28.4% | +18.3% | +23.6% |
| 1Y | +51.3% | +39.3% | +12.0% | +21.3% |
| All | +632.4% | +116.2% | +516.3% | +348.2% |
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