+120.7%
MAR vs UPRO
+226.4%
-105.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.8% | -2.1% |
| 7D | +0.2% | -0.9% | +1.1% | 0.0% |
| 30D | +14.0% | -11.4% | +25.5% | +17.9% |
| 3M | +18.1% | -10.9% | +29.0% | +21.7% |
| 6M | +18.6% | -0.5% | +19.1% | +16.5% |
| YTD | +35.3% | +19.9% | +15.4% | +23.3% |
| 1Y | +44.5% | +24.2% | +20.3% | +29.6% |
| 3Y | +120.7% | +236.9% | -116.2% | +29.1% |
| All | +120.7% | +226.4% | -105.7% | +29.1% |
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 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