+227.1%
LOW vs UPRO
+1,226.0%
-998.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -2.6% | -6.0% | +3.4% | -0.6% |
| 30D | -11.1% | -5.8% | -5.4% | -9.4% |
| 3M | -8.5% | +10.8% | -19.3% | -12.1% |
| 6M | -20.8% | +31.6% | -52.4% | -28.8% |
| YTD | -17.2% | +25.4% | -42.6% | -24.6% |
| 1Y | -24.7% | +39.2% | -64.0% | -34.4% |
| 3Y | -9.7% | +218.5% | -228.3% | -45.2% |
| 5Y | +6.0% | +137.1% | -131.1% | -34.3% |
| All | +227.1% | +1,226.0% | -998.9% | -11.2% |
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