+307.7%
GLW vs UPRO
+210.8%
+96.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | -13.9% | -8.7% | -5.2% | -9.6% |
| 30D | -35.0% | -16.9% | -18.1% | -28.0% |
| 3M | -32.4% | -15.3% | -17.1% | -25.9% |
| 6M | -41.3% | -5.7% | -35.6% | -38.4% |
| YTD | +21.8% | +12.1% | +9.8% | +18.7% |
| 1Y | +21.8% | +16.4% | +5.4% | +17.1% |
| 3Y | +307.7% | +210.5% | +97.1% | +171.7% |
| All | +307.7% | +210.8% | +96.8% | +171.7% |
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