+441.9%
MAR vs UPRO
+1,162.5%
-720.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | -4.7% | -5.0% | +0.4% | -3.0% |
| 3M | -15.6% | +7.5% | -23.1% | -18.5% |
| 6M | +1.2% | +33.2% | -32.0% | -10.2% |
| YTD | +7.5% | +27.7% | -20.2% | -3.4% |
| 1Y | +26.6% | +43.0% | -16.4% | +8.4% |
| 3Y | +66.0% | +224.4% | -158.5% | 0.0% |
| 5Y | +154.1% | +135.9% | +18.2% | +59.1% |
| 10Y | +441.9% | +1,232.5% | -790.7% | +59.2% |
| All | +441.9% | +1,162.5% | -720.7% | +59.2% |
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 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