+17.5%
LUV vs UPRO
+1,258.3%
-1,240.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | -1.0% | -2.5% | +1.6% | 0.0% |
| 30D | -12.4% | -4.2% | -8.1% | -11.0% |
| 3M | -11.0% | +8.1% | -19.0% | -13.7% |
| 6M | -5.0% | +35.2% | -40.2% | -15.0% |
| YTD | -3.8% | +28.4% | -32.2% | -12.6% |
| 1Y | +25.9% | +39.3% | -13.3% | +10.7% |
| 3Y | +42.2% | +219.9% | -177.7% | -11.1% |
| 5Y | -10.8% | +142.8% | -153.6% | -43.5% |
| All | +17.5% | +1,258.3% | -1,240.9% | -67.4% |
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