+40.6%
GLW vs UPRO
+29.4%
+11.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.7% | -10.6% |
| 7D | -9.5% | -2.6% | -6.9% | -7.4% |
| 30D | -25.5% | -4.3% | -21.2% | -22.1% |
| 3M | -25.6% | -4.3% | -21.3% | -22.4% |
| 6M | -25.5% | +14.7% | -40.2% | -33.6% |
| YTD | +36.4% | +28.0% | +8.4% | +10.6% |
| 1Y | +40.6% | +29.8% | +10.8% | +13.2% |
| All | +40.6% | +29.4% | +11.2% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling