+953.7%
KEYS vs UPRO
+1,639.0%
-685.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.7% |
| 7D | +9.4% | +7.4% | +2.0% | +6.5% |
| 30D | -16.8% | -7.9% | -8.9% | -14.0% |
| 3M | -15.9% | -12.0% | -3.9% | -11.6% |
| 6M | -17.6% | -2.0% | -15.6% | -17.0% |
| YTD | +46.5% | +20.4% | +26.1% | +36.1% |
| 1Y | +66.9% | +24.5% | +42.4% | +53.2% |
| 3Y | +141.4% | +224.4% | -83.0% | +50.8% |
| 5Y | +59.5% | +97.6% | -38.1% | +10.3% |
| 10Y | +761.1% | +1,097.3% | -336.3% | +163.2% |
| All | +953.7% | +1,639.0% | -685.3% | +179.7% |
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