+35.5%
ITW vs UPRO
+95.9%
-60.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.3% | +7.4% | -5.1% | +0.4% |
| 30D | +6.7% | -7.9% | +14.6% | +8.6% |
| 3M | -0.5% | -12.0% | +11.5% | +2.2% |
| 6M | +16.4% | -2.0% | +18.4% | +15.6% |
| YTD | +19.0% | +20.4% | -1.4% | +11.0% |
| 1Y | +20.2% | +24.5% | -4.3% | +10.9% |
| 3Y | +33.1% | +224.4% | -191.3% | -11.2% |
| All | +35.5% | +95.9% | -60.4% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling