+32.3%
ILMN vs UPRO
+1,170.7%
-1,138.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.1% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +9.2% | -0.9% | +10.1% | +9.5% |
| 3M | +29.8% | +1.9% | +27.9% | +28.1% |
| 6M | +69.2% | +33.1% | +36.1% | +49.7% |
| YTD | +66.4% | +31.8% | +34.6% | +46.7% |
| 1Y | +123.4% | +48.3% | +75.1% | +87.5% |
| 3Y | +33.2% | +221.5% | -188.3% | -21.4% |
| 5Y | -52.0% | +136.7% | -188.7% | -70.2% |
| All | +32.3% | +1,170.7% | -1,138.4% | -67.6% |
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 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