-74.4%
GRAB vs UPRO
+329.8%
-404.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.0% | -5.9% |
| 7D | -13.9% | -1.3% | -12.6% | -13.4% |
| 30D | -17.2% | -5.0% | -12.1% | -15.5% |
| 3M | -7.9% | +7.5% | -15.4% | -10.8% |
| 6M | -23.2% | +33.2% | -56.5% | -32.1% |
| YTD | -39.1% | +27.7% | -66.8% | -45.4% |
| 1Y | -42.5% | +43.0% | -85.6% | -50.7% |
| 3Y | -18.3% | +224.4% | -242.7% | -52.3% |
| 5Y | -71.7% | +135.9% | -207.6% | -82.9% |
| All | -74.4% | +329.8% | -404.2% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling