+70.5%
ILMN vs UPRO
+1,163.1%
-1,092.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.0% | -3.4% | +0.9% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -20.6% | -11.4% | -9.2% | -16.7% |
| 3M | +17.5% | -10.9% | +28.4% | +22.9% |
| 6M | +55.6% | -0.5% | +56.2% | +54.9% |
| YTD | +68.3% | +19.9% | +48.5% | +54.2% |
| 1Y | +81.1% | +24.2% | +56.9% | +63.3% |
| 3Y | +112.2% | +236.9% | -124.8% | +23.9% |
| 5Y | -42.6% | +96.6% | -139.2% | -61.6% |
| 10Y | +70.5% | +1,091.6% | -1,021.1% | -49.3% |
| All | +70.5% | +1,163.1% | -1,092.6% | -49.3% |
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