+645.6%
KEY vs UPRO
+14,289.1%
-13,643.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -3.0% | -0.9% | -2.1% | -2.7% |
| 3M | +3.3% | +1.9% | +1.4% | +1.2% |
| 6M | +9.2% | +33.1% | -23.9% | -6.7% |
| YTD | +10.6% | +31.8% | -21.1% | -5.3% |
| 1Y | +20.4% | +48.3% | -27.9% | -3.3% |
| 3Y | +121.8% | +221.5% | -99.6% | +15.2% |
| 5Y | +41.1% | +136.7% | -95.6% | -23.7% |
| 10Y | +168.5% | +1,179.2% | -1,010.6% | -49.5% |
| All | +645.6% | +14,289.1% | -13,643.5% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling