+479.8%
ILMN vs UPRO
+12,137.2%
-11,657.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.1% |
| 7D | -9.7% | -8.7% | -1.0% | -6.7% |
| 30D | -20.4% | -16.9% | -3.5% | -14.3% |
| 3M | +10.0% | -15.3% | +25.3% | +17.3% |
| 6M | +49.5% | -5.7% | +55.2% | +52.0% |
| YTD | +62.5% | +12.1% | +50.4% | +52.8% |
| 1Y | +76.0% | +16.4% | +59.6% | +62.8% |
| 3Y | +94.2% | +210.5% | -116.4% | +17.4% |
| 5Y | -46.3% | +82.4% | -128.7% | -62.8% |
| 10Y | +62.7% | +1,144.5% | -1,081.8% | -54.9% |
| All | +479.8% | +12,137.2% | -11,657.4% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling