+250.7%
HOOD vs UPRO
+157.6%
+93.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.2% |
| 7D | +17.1% | +0.1% | +17.1% | +17.4% |
| 30D | +31.6% | -0.9% | +32.5% | +33.2% |
| 3M | +38.2% | +1.9% | +36.3% | +36.0% |
| 6M | +48.5% | +33.1% | +15.4% | +20.8% |
| YTD | +8.0% | +31.8% | -23.8% | -11.0% |
| 1Y | +18.7% | +48.3% | -29.6% | -8.9% |
| 3Y | +999.1% | +221.5% | +777.6% | +421.3% |
| 5Y | +181.7% | +136.7% | +44.9% | +35.7% |
| All | +250.7% | +157.6% | +93.1% | +101.1% |
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