+291.3%
IR vs UPRO
+862.7%
-571.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -15.1% | -0.9% | -14.2% | -14.9% |
| 3M | +6.1% | +1.9% | +4.1% | +4.7% |
| 6M | -16.8% | +33.1% | -49.9% | -26.1% |
| YTD | -3.5% | +31.8% | -35.3% | -14.2% |
| 1Y | -3.5% | +48.3% | -51.8% | -18.4% |
| 3Y | +9.5% | +221.5% | -212.0% | -33.9% |
| 5Y | +45.1% | +136.7% | -91.7% | -9.3% |
| All | +291.3% | +862.7% | -571.4% | +21.9% |
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 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