+294.5%
KEEL vs UPRO
+522.1%
-227.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.3% | +2.3% |
| 7D | +2.9% | -2.5% | +5.4% | +4.5% |
| 30D | +0.8% | -4.2% | +5.1% | +3.7% |
| 3M | -35.3% | +8.1% | -43.4% | -38.1% |
| 6M | +59.4% | +35.2% | +24.1% | +35.9% |
| YTD | +51.9% | +28.4% | +23.5% | +35.5% |
| 1Y | +75.0% | +39.3% | +35.7% | +51.4% |
| 3Y | +224.5% | +219.9% | +4.7% | +86.2% |
| 5Y | -35.9% | +142.8% | -178.7% | -58.0% |
| All | +294.5% | +522.1% | -227.6% | +174.5% |
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