-23.0%
IDXX vs UPRO
+137.8%
-160.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.3% |
| 7D | -5.7% | -2.5% | -3.2% | -4.8% |
| 30D | -11.5% | -4.2% | -7.3% | -10.1% |
| 3M | -9.5% | +8.1% | -17.6% | -12.9% |
| 6M | -16.0% | +35.2% | -51.2% | -26.6% |
| YTD | -25.4% | +28.4% | -53.8% | -33.7% |
| 1Y | -21.8% | +39.3% | -61.0% | -33.1% |
| 3Y | +7.0% | +219.9% | -212.9% | -39.7% |
| All | -23.0% | +137.8% | -160.8% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling