+237.0%
HOOD vs UPRO
+153.2%
+83.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -2.7% |
| 7D | +13.4% | +1.5% | +11.9% | +12.5% |
| 30D | +25.8% | -3.7% | +29.5% | +30.0% |
| 3M | +38.0% | +8.0% | +30.0% | +30.2% |
| 6M | +52.2% | +38.7% | +13.6% | +20.2% |
| YTD | +3.7% | +29.5% | -25.8% | -13.4% |
| 1Y | +0.1% | +46.1% | -46.0% | -22.3% |
| 3Y | +992.6% | +229.1% | +763.5% | +412.4% |
| 5Y | +193.0% | +136.0% | +57.0% | +46.8% |
| All | +237.0% | +153.2% | +83.8% | +95.7% |
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 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