-4.6%
GS vs UPRO
-1.9%
-2.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.2% | +6.8% | +1.2% |
| 7D | -6.3% | -14.4% | +8.0% | +2.1% |
| 30D | -3.1% | -18.2% | +15.1% | +8.4% |
| 3M | -17.7% | -16.4% | -1.2% | -9.3% |
| 6M | -4.6% | -2.6% | -1.9% | -5.7% |
| All | -4.6% | -1.9% | -2.7% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling