+91.4%
IT vs UPRO
+1,162.5%
-1,071.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | -9.1% | -1.3% | -7.8% | -8.7% |
| 30D | -12.2% | -5.0% | -7.1% | -10.6% |
| 3M | +7.8% | +7.5% | +0.3% | +4.3% |
| 6M | +2.0% | +33.2% | -31.2% | -9.4% |
| YTD | -32.7% | +27.7% | -60.5% | -39.3% |
| 1Y | -31.1% | +43.0% | -74.1% | -40.5% |
| 3Y | -52.1% | +224.4% | -276.5% | -70.4% |
| 5Y | -46.3% | +135.9% | -182.1% | -65.4% |
| 10Y | +91.4% | +1,232.5% | -1,141.2% | -40.5% |
| All | +91.4% | +1,162.5% | -1,071.2% | -40.5% |
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