+339.2%
GLW vs UPRO
+226.4%
+112.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.6% |
| 7D | +7.7% | +7.4% | +0.3% | +3.9% |
| 30D | -18.8% | -7.9% | -11.0% | -14.8% |
| 3M | -27.7% | -12.0% | -15.7% | -22.3% |
| 6M | -44.4% | -2.0% | -42.5% | -42.9% |
| YTD | +31.3% | +20.4% | +10.9% | +23.3% |
| 1Y | +40.0% | +24.5% | +15.5% | +29.9% |
| 3Y | +339.2% | +224.4% | +114.9% | +191.4% |
| All | +339.2% | +226.4% | +112.9% | +191.4% |
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 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