+352.1%
IDXX vs UPRO
+1,258.3%
-906.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | -5.7% | -2.5% | -3.2% | -4.9% |
| 30D | -11.5% | -4.2% | -7.3% | -10.3% |
| 3M | -9.5% | +8.1% | -17.6% | -12.5% |
| 6M | -16.0% | +35.2% | -51.2% | -25.6% |
| YTD | -25.4% | +28.4% | -53.8% | -32.8% |
| 1Y | -21.8% | +39.3% | -61.0% | -31.9% |
| 3Y | +7.0% | +219.9% | -212.9% | -34.5% |
| 5Y | -26.0% | +142.8% | -168.8% | -53.2% |
| All | +352.1% | +1,258.3% | -906.2% | +25.8% |
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