+667.7%
GOOGL vs UPRO
+1,130.0%
-462.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +0.6% |
| 7D | +1.6% | -3.8% | +5.3% | +2.6% |
| 30D | -16.8% | -8.9% | -8.0% | -14.2% |
| 3M | -14.6% | -7.4% | -7.1% | -12.6% |
| 6M | -24.4% | +1.6% | -26.0% | -25.7% |
| YTD | -6.1% | +23.2% | -29.2% | -14.8% |
| 1Y | +1.0% | +21.2% | -20.3% | -8.0% |
| 3Y | +123.4% | +230.8% | -107.4% | +30.5% |
| 5Y | +103.2% | +106.7% | -3.4% | +32.4% |
| 10Y | +667.7% | +1,125.0% | -457.3% | +96.8% |
| All | +667.7% | +1,130.0% | -462.3% | +96.8% |
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