+156.4%
MAR vs UPRO
+136.1%
+20.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | -6.9% | -3.7% | -3.2% | -5.7% |
| 3M | -15.8% | +8.0% | -23.8% | -18.8% |
| 6M | +1.9% | +38.7% | -36.7% | -10.8% |
| YTD | +6.6% | +29.5% | -22.9% | -4.7% |
| 1Y | +23.7% | +46.1% | -22.4% | +5.1% |
| 3Y | +64.6% | +229.1% | -164.5% | -1.2% |
| 5Y | +156.4% | +136.0% | +20.4% | +64.8% |
| All | +156.4% | +136.1% | +20.2% | +64.8% |
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