+5,943.4%
LLY vs UPRO
+12,137.2%
-6,193.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -4.5% | -8.7% | +4.2% | -2.7% |
| 30D | +13.9% | -16.9% | +30.8% | +18.2% |
| 3M | +13.8% | -15.3% | +29.0% | +17.4% |
| 6M | +37.6% | -5.7% | +43.3% | +37.7% |
| YTD | +26.6% | +12.1% | +14.5% | +21.2% |
| 1Y | +45.3% | +16.4% | +28.9% | +37.8% |
| 3Y | +132.2% | +210.5% | -78.3% | +70.5% |
| 5Y | +434.7% | +82.4% | +352.3% | +314.5% |
| 10Y | +2,084.3% | +1,144.5% | +939.8% | +833.9% |
| All | +5,943.4% | +12,137.2% | -6,193.8% | +1,418.2% |
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 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