+126.0%
GOOGL vs UPRO
+226.4%
-100.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.5% |
| 7D | +3.9% | +7.4% | -3.6% | +0.9% |
| 30D | -14.9% | -7.9% | -7.0% | -12.6% |
| 3M | -14.6% | -12.0% | -2.5% | -10.8% |
| 6M | -26.4% | -2.0% | -24.5% | -26.7% |
| YTD | -5.3% | +20.4% | -25.7% | -13.3% |
| 1Y | +6.5% | +24.5% | -18.1% | -3.9% |
| 3Y | +126.0% | +224.4% | -98.3% | +36.9% |
| All | +126.0% | +226.4% | -100.3% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling