+27.6%
IR vs UPRO
+210.8%
-183.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +3.7% | -8.7% | +12.4% | +7.0% |
| 30D | +7.4% | -16.9% | +24.3% | +15.2% |
| 3M | -5.9% | -15.3% | +9.3% | -0.2% |
| 6M | +5.6% | -5.7% | +11.3% | +6.4% |
| YTD | +4.8% | +12.1% | -7.2% | -2.4% |
| 1Y | +6.9% | +16.4% | -9.5% | -2.2% |
| 3Y | +27.6% | +210.5% | -183.0% | -17.1% |
| All | +27.6% | +210.8% | -183.3% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling