-12.0%
LUV vs UPRO
+132.6%
-144.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | +0.7% | -1.3% | +2.0% | +1.1% |
| 30D | -13.4% | -5.0% | -8.4% | -11.8% |
| 3M | -9.6% | +7.5% | -17.1% | -12.1% |
| 6M | -8.9% | +33.2% | -42.1% | -18.3% |
| YTD | -5.2% | +27.7% | -32.9% | -13.9% |
| 1Y | +27.0% | +43.0% | -16.0% | +10.3% |
| 3Y | +39.6% | +224.4% | -184.8% | -12.8% |
| All | -12.0% | +132.6% | -144.6% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling