+2,751.6%
GOOG vs UPRO
+13,044.5%
-10,293.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.5% |
| 7D | +3.0% | +7.4% | -4.4% | +0.3% |
| 30D | -14.9% | -7.9% | -7.0% | -12.7% |
| 3M | -14.9% | -12.0% | -2.9% | -11.4% |
| 6M | -26.6% | -2.0% | -24.6% | -26.8% |
| YTD | -6.6% | +20.4% | -27.0% | -14.1% |
| 1Y | +5.1% | +24.5% | -19.4% | -4.6% |
| 3Y | +121.0% | +224.4% | -103.4% | +35.1% |
| 5Y | +97.3% | +97.6% | -0.3% | +35.3% |
| 10Y | +683.2% | +1,097.3% | -414.1% | +148.5% |
| All | +2,751.6% | +13,044.5% | -10,293.0% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling