-51.3%
IT vs UPRO
+230.2%
-281.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -6.9% |
| 7D | -9.1% | +1.5% | -10.6% | -9.4% |
| 30D | -7.0% | -3.7% | -3.3% | -5.9% |
| 3M | +7.6% | +8.0% | -0.3% | +4.6% |
| 6M | +2.1% | +38.7% | -36.5% | -9.4% |
| YTD | -31.6% | +29.5% | -61.1% | -37.7% |
| 1Y | -29.9% | +46.1% | -76.0% | -39.0% |
| 3Y | -51.3% | +229.1% | -280.4% | -70.1% |
| All | -51.3% | +230.2% | -281.4% | -70.1% |
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 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