+105.9%
GILD vs UPRO
+220.4%
-114.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | -4.8% | -2.5% | -2.3% | -4.5% |
| 30D | +5.8% | -4.2% | +10.0% | +6.3% |
| 3M | +14.9% | +8.1% | +6.9% | +13.6% |
| 6M | -0.4% | +35.2% | -35.6% | -4.5% |
| YTD | +18.5% | +28.4% | -9.9% | +14.2% |
| 1Y | +25.1% | +39.3% | -14.1% | +19.1% |
| 3Y | +105.9% | +219.9% | -114.0% | +66.9% |
| All | +105.9% | +220.4% | -114.5% | +66.9% |
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