-24.3%
GEV vs UPRO
-0.4%
-23.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.1% |
| 7D | +3.7% | +7.4% | -3.7% | -0.9% |
| 30D | -14.7% | -7.9% | -6.8% | -10.3% |
| 3M | -23.4% | -12.0% | -11.4% | -16.9% |
| 6M | -24.3% | -2.0% | -22.4% | -25.4% |
| All | -24.3% | -0.4% | -23.9% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling