+76.0%
ILMN vs UPRO
+13.2%
+62.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.2% |
| 7D | -9.7% | -8.7% | -1.0% | -6.7% |
| 30D | -20.4% | -16.9% | -3.5% | -15.1% |
| 3M | +10.0% | -15.3% | +25.3% | +16.7% |
| 6M | +49.5% | -5.7% | +55.2% | +54.0% |
| YTD | +62.5% | +12.1% | +50.4% | +59.1% |
| 1Y | +76.0% | +16.4% | +59.6% | +70.1% |
| All | +76.0% | +13.2% | +62.8% | +70.1% |
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