+57.3%
LLY vs UPRO
+29.4%
+27.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.3% |
| 7D | +10.1% | -2.6% | +12.6% | +10.2% |
| 30D | +24.0% | -4.3% | +28.4% | +24.4% |
| 3M | +27.3% | -4.3% | +31.6% | +27.6% |
| 6M | +47.0% | +14.7% | +32.2% | +42.0% |
| YTD | +32.6% | +28.0% | +4.6% | +22.3% |
| 1Y | +57.3% | +29.8% | +27.5% | +44.1% |
| All | +57.3% | +29.4% | +27.9% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling