+123.2%
GLW vs UPRO
+51.4%
+71.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.5% |
| 30D | -1.3% | -0.9% | -0.5% | -0.8% |
| 3M | -21.8% | +1.9% | -23.7% | -23.2% |
| 6M | +6.9% | +33.1% | -26.2% | -14.8% |
| YTD | +77.2% | +31.8% | +45.4% | +41.8% |
| 1Y | +123.2% | +48.3% | +75.0% | +72.6% |
| All | +123.2% | +51.4% | +71.8% | +72.6% |
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