+627.7%
GEV vs UPRO
+115.0%
+512.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.2% |
| 7D | +3.2% | -1.3% | +4.5% | +4.0% |
| 30D | -4.0% | -5.0% | +1.0% | -0.9% |
| 3M | +3.4% | +7.5% | -4.1% | -1.4% |
| 6M | +14.7% | +33.2% | -18.5% | -5.1% |
| YTD | +45.8% | +27.7% | +18.1% | +23.2% |
| 1Y | +57.4% | +43.0% | +14.3% | +24.0% |
| All | +627.7% | +115.0% | +512.7% | +346.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling