+15.2%
LQD vs UPRO
+226.4%
-211.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -1.6% | +7.4% | -9.1% | -2.0% |
| 30D | +0.5% | -7.9% | +8.4% | +0.9% |
| 3M | -2.3% | -12.0% | +9.7% | -1.8% |
| 6M | -3.1% | -2.0% | -1.1% | -3.2% |
| YTD | -3.0% | +20.4% | -23.4% | -4.3% |
| 1Y | -2.6% | +24.5% | -27.1% | -4.1% |
| 3Y | +15.2% | +224.4% | -209.2% | +1.8% |
| All | +15.2% | +226.4% | -211.2% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling