+53.5%
LUNR vs UPRO
+114.0%
-60.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +5.9% | -0.9% | +6.7% | +6.2% |
| 3M | -56.0% | +1.9% | -57.9% | -56.0% |
| 6M | -20.5% | +33.1% | -53.6% | -26.1% |
| YTD | -8.7% | +31.8% | -40.5% | -15.0% |
| 1Y | +75.9% | +48.3% | +27.6% | +60.9% |
| 3Y | +202.9% | +221.5% | -18.6% | +176.3% |
| All | +53.5% | +114.0% | -60.6% | +50.2% |
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