+3.2%
ITW vs UPRO
+41.4%
-38.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | -0.7% | -2.5% | +1.8% | -0.3% |
| 30D | -8.3% | -4.2% | -4.1% | -7.7% |
| 3M | +6.0% | +8.1% | -2.0% | +4.6% |
| 6M | 0.0% | +35.2% | -35.2% | -6.4% |
| YTD | +10.2% | +28.4% | -18.2% | +3.6% |
| 1Y | +3.2% | +39.3% | -36.0% | -4.9% |
| All | +3.2% | +41.4% | -38.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling