+1,610.3%
LLY vs UPRO
+1,170.7%
+439.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.6% | -0.9% | -0.7% | -1.5% |
| 3M | +2.3% | +1.9% | +0.4% | +1.2% |
| 6M | +14.9% | +33.1% | -18.2% | +6.7% |
| YTD | +7.5% | +31.8% | -24.3% | -0.3% |
| 1Y | +55.7% | +48.3% | +7.4% | +40.2% |
| 3Y | +110.6% | +221.5% | -110.9% | +54.0% |
| 5Y | +363.4% | +136.7% | +226.7% | +240.5% |
| All | +1,610.3% | +1,170.7% | +439.6% | +572.2% |
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