+141.4%
KEYS vs UPRO
+226.4%
-85.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.5% |
| 7D | +9.4% | +7.4% | +2.0% | +5.5% |
| 30D | -16.8% | -7.9% | -8.9% | -13.2% |
| 3M | -15.9% | -12.0% | -3.9% | -10.3% |
| 6M | -17.6% | -2.0% | -15.6% | -17.0% |
| YTD | +46.5% | +20.4% | +26.1% | +32.6% |
| 1Y | +66.9% | +24.5% | +42.4% | +48.7% |
| 3Y | +141.4% | +224.4% | -83.0% | +27.9% |
| All | +141.4% | +226.4% | -85.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling