+63.3%
ISRG vs UPRO
+210.8%
-147.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | +4.8% | -8.7% | +13.5% | +8.2% |
| 30D | +9.2% | -16.9% | +26.1% | +16.7% |
| 3M | +21.2% | -15.3% | +36.4% | +28.2% |
| 6M | +0.2% | -5.7% | +6.0% | +0.9% |
| YTD | -20.1% | +12.1% | -32.1% | -25.4% |
| 1Y | -17.3% | +16.4% | -33.8% | -24.3% |
| 3Y | +63.3% | +210.5% | -147.2% | -11.9% |
| All | +63.3% | +210.8% | -147.5% | -11.9% |
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 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