+1,058.3%
LEN vs UPRO
+13,348.2%
-12,289.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.0% |
| 7D | -6.4% | -3.8% | -2.6% | -5.4% |
| 30D | +15.6% | -8.9% | +24.5% | +19.1% |
| 3M | -0.8% | -7.4% | +6.7% | +1.3% |
| 6M | +0.4% | +1.6% | -1.2% | -2.1% |
| YTD | -14.1% | +23.2% | -37.3% | -23.5% |
| 1Y | -29.6% | +21.2% | -50.9% | -37.0% |
| 3Y | -23.1% | +230.8% | -253.9% | -59.2% |
| 5Y | -8.9% | +106.7% | -115.6% | -45.7% |
| 10Y | +146.2% | +1,125.0% | -978.8% | -51.3% |
| All | +1,058.3% | +13,348.2% | -12,289.9% | -52.6% |
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