-18.4%
GRAB vs UPRO
+220.4%
-238.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.4% |
| 7D | -10.8% | -2.5% | -8.3% | -9.9% |
| 30D | -15.5% | -4.2% | -11.3% | -14.1% |
| 3M | -9.0% | +8.1% | -17.0% | -11.9% |
| 6M | -21.6% | +35.2% | -56.8% | -30.8% |
| YTD | -38.9% | +28.4% | -67.3% | -45.2% |
| 1Y | -44.8% | +39.3% | -84.1% | -52.0% |
| 3Y | -18.4% | +219.9% | -238.3% | -48.9% |
| All | -18.4% | +220.4% | -238.8% | -48.9% |
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