+12.2%
KEY vs UPRO
+81.0%
-68.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -1.3% | -8.7% | +7.4% | +1.9% |
| 30D | +5.1% | -16.9% | +22.0% | +12.5% |
| 3M | -7.1% | -15.3% | +8.2% | -1.5% |
| 6M | -4.4% | -5.7% | +1.3% | -3.9% |
| YTD | +4.0% | +12.1% | -8.1% | -3.7% |
| 1Y | +23.4% | +16.4% | +7.0% | +12.1% |
| 3Y | +113.9% | +210.5% | -96.6% | +22.1% |
| All | +12.2% | +81.0% | -68.8% | -29.4% |
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 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