+526.6%
GEV vs UPRO
+105.2%
+421.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.9% |
| 7D | +6.2% | +9.7% | -3.4% | +0.3% |
| 30D | -18.4% | -9.8% | -8.7% | -13.4% |
| 3M | -21.2% | -9.1% | -12.1% | -16.9% |
| 6M | -23.6% | +0.9% | -24.5% | -24.8% |
| YTD | +25.5% | +21.9% | +3.6% | +8.5% |
| 1Y | +42.6% | +19.8% | +22.8% | +25.1% |
| All | +526.6% | +105.2% | +421.5% | +293.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling