+68.5%
MAR vs UPRO
+235.9%
-167.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -6.7% | -0.9% | -5.8% | -6.5% |
| 3M | -12.5% | +1.9% | -14.4% | -13.8% |
| 6M | +0.6% | +33.1% | -32.5% | -10.4% |
| YTD | +9.1% | +31.8% | -22.7% | -2.7% |
| 1Y | +26.2% | +48.3% | -22.1% | +7.0% |
| All | +68.5% | +235.9% | -167.4% | +4.5% |
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 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