+132.4%
LEN vs UPRO
+1,087.5%
-955.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.5% |
| 7D | -5.8% | +7.4% | -13.2% | -8.3% |
| 30D | +13.7% | -7.9% | +21.6% | +16.2% |
| 3M | -3.9% | -12.0% | +8.1% | -0.2% |
| 6M | -0.4% | -2.0% | +1.6% | -1.2% |
| YTD | -16.8% | +20.4% | -37.2% | -24.2% |
| 1Y | -29.5% | +24.5% | -54.0% | -36.6% |
| 3Y | -25.6% | +224.4% | -250.0% | -57.1% |
| 5Y | -13.2% | +97.6% | -110.8% | -43.8% |
| All | +132.4% | +1,087.5% | -955.1% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling