+76.6%
GM vs UPRO
+132.6%
-56.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.8% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | -4.6% | -5.0% | +0.4% | -2.7% |
| 3M | +0.2% | +7.5% | -7.3% | -3.1% |
| 6M | +12.6% | +33.2% | -20.6% | -0.6% |
| YTD | +3.7% | +27.7% | -24.0% | -7.1% |
| 1Y | +45.6% | +43.0% | +2.6% | +23.9% |
| 3Y | +162.0% | +224.4% | -62.5% | +45.8% |
| All | +76.6% | +132.6% | -56.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling