+746.7%
GOOGL vs UPRO
+1,162.5%
-415.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | -1.9% | -1.3% | -0.5% | -1.4% |
| 30D | -7.5% | -5.0% | -2.4% | -5.6% |
| 3M | -9.2% | +7.5% | -16.7% | -11.9% |
| 6M | +8.1% | +33.2% | -25.2% | -4.0% |
| YTD | +5.8% | +27.7% | -21.9% | -4.8% |
| 1Y | +38.3% | +43.0% | -4.7% | +18.7% |
| 3Y | +144.8% | +224.4% | -79.7% | +44.7% |
| 5Y | +132.5% | +135.9% | -3.3% | +44.9% |
| 10Y | +746.7% | +1,232.5% | -485.8% | +128.0% |
| All | +746.7% | +1,162.5% | -415.9% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling