+700.7%
GOOGL vs UPRO
+1,102.3%
-401.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +5.7% | +9.7% | -4.0% | +1.9% |
| 30D | -15.6% | -9.8% | -5.8% | -12.6% |
| 3M | -13.0% | -9.1% | -3.9% | -10.3% |
| 6M | -22.8% | +0.9% | -23.7% | -23.9% |
| YTD | -4.4% | +21.9% | -26.3% | -13.0% |
| 1Y | +4.5% | +19.8% | -15.3% | -4.4% |
| 3Y | +127.4% | +227.4% | -99.9% | +33.4% |
| 5Y | +102.8% | +100.1% | +2.7% | +33.7% |
| All | +700.7% | +1,102.3% | -401.6% | +108.0% |
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