+76.6%
ILMN vs UPRO
+19.6%
+57.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.2% |
| 7D | -9.8% | -2.9% | -6.9% | -8.9% |
| 30D | -22.7% | -12.4% | -10.3% | -19.1% |
| 3M | +12.1% | -11.9% | +23.9% | +16.9% |
| 6M | +51.5% | -1.7% | +53.1% | +53.4% |
| YTD | +63.9% | +18.5% | +45.3% | +56.8% |
| 1Y | +76.6% | +17.5% | +59.1% | +69.2% |
| All | +76.6% | +19.6% | +57.0% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling