+361.3%
LIN vs UPRO
+1,173.4%
-812.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | -5.6% | +1.9% | -7.5% | -6.8% |
| 6M | -3.4% | +33.1% | -36.5% | -12.5% |
| YTD | +13.1% | +31.8% | -18.7% | +2.4% |
| 1Y | +2.5% | +48.3% | -45.8% | -11.0% |
| 3Y | +27.6% | +221.5% | -193.9% | -18.0% |
| 5Y | +63.0% | +136.7% | -73.7% | +7.0% |
| All | +361.3% | +1,173.4% | -812.1% | +44.0% |
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