+536.3%
ISRG vs UPRO
+1,163.1%
-626.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.2% | -1.2% |
| 7D | +5.4% | -0.9% | +6.3% | +5.4% |
| 30D | +8.6% | -11.4% | +20.1% | +13.5% |
| 3M | +21.6% | -10.9% | +32.5% | +26.4% |
| 6M | +2.3% | -0.5% | +2.9% | +0.9% |
| YTD | -18.7% | +19.9% | -38.6% | -26.5% |
| 1Y | -17.8% | +24.2% | -42.0% | -26.9% |
| 3Y | +69.1% | +236.9% | -167.9% | -6.7% |
| 5Y | +26.5% | +96.6% | -70.1% | -18.9% |
| 10Y | +536.3% | +1,091.6% | -555.3% | +67.1% |
| All | +536.3% | +1,163.1% | -626.9% | +67.1% |
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 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