+29.6%
KEY vs UPRO
+29.4%
+0.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +0.3% |
| 7D | +1.7% | -2.6% | +4.2% | +2.3% |
| 30D | +6.8% | -4.3% | +11.1% | +7.8% |
| 3M | -5.8% | -4.3% | -1.5% | -5.0% |
| 6M | +1.4% | +14.7% | -13.3% | -3.2% |
| YTD | +7.5% | +28.0% | -20.5% | -1.4% |
| 1Y | +29.6% | +29.8% | -0.2% | +18.4% |
| All | +29.6% | +29.4% | +0.2% | +18.4% |
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