+498.8%
MAR vs UPRO
+1,087.5%
-588.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | +1.6% | +7.4% | -5.8% | -1.1% |
| 30D | +13.8% | -7.9% | +21.7% | +16.4% |
| 3M | +20.3% | -12.0% | +32.3% | +24.7% |
| 6M | +21.3% | -2.0% | +23.3% | +19.7% |
| YTD | +37.2% | +20.4% | +16.8% | +24.8% |
| 1Y | +48.4% | +24.5% | +23.9% | +33.0% |
| 3Y | +120.1% | +224.4% | -104.2% | +32.0% |
| 5Y | +182.1% | +97.6% | +84.5% | +87.2% |
| All | +498.8% | +1,087.5% | -588.7% | +78.5% |
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