+107.5%
LUV vs UPRO
+226.4%
-118.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | +1.1% | +7.4% | -6.3% | -2.0% |
| 30D | +14.2% | -7.9% | +22.1% | +17.7% |
| 3M | +0.6% | -12.0% | +12.6% | +5.7% |
| 6M | +15.1% | -2.0% | +17.0% | +14.9% |
| YTD | +10.2% | +20.4% | -10.2% | +0.4% |
| 1Y | +38.4% | +24.5% | +13.9% | +24.4% |
| 3Y | +107.5% | +224.4% | -116.9% | +17.3% |
| All | +107.5% | +226.4% | -118.9% | +17.3% |
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