+277.0%
IR vs UPRO
+832.9%
-555.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.4% |
| 30D | -15.0% | -5.0% | -10.0% | -13.4% |
| 3M | -0.4% | +7.5% | -7.9% | -3.5% |
| 6M | -15.0% | +33.2% | -48.3% | -24.6% |
| YTD | -7.1% | +27.7% | -34.8% | -16.4% |
| 1Y | -7.5% | +43.0% | -50.6% | -20.7% |
| 3Y | +6.3% | +224.4% | -218.1% | -36.0% |
| 5Y | +37.3% | +135.9% | -98.5% | -13.9% |
| All | +277.0% | +832.9% | -555.9% | +18.9% |
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