+1,982.9%
ISRG vs UPRO
+14,289.1%
-12,306.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -2.3% | -0.9% | -1.4% | -2.0% |
| 3M | -12.4% | +1.9% | -14.4% | -13.6% |
| 6M | -26.8% | +33.1% | -59.9% | -35.3% |
| YTD | -35.3% | +31.8% | -67.0% | -42.7% |
| 1Y | -19.3% | +48.3% | -67.6% | -32.2% |
| 3Y | +18.1% | +221.5% | -203.3% | -29.8% |
| 5Y | +2.6% | +136.7% | -134.1% | -35.7% |
| 10Y | +379.4% | +1,179.2% | -799.7% | +39.3% |
| All | +1,982.9% | +14,289.1% | -12,306.2% | +61.0% |
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