+2,376.1%
MAR vs UPRO
+13,348.2%
-10,972.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -1.3% |
| 7D | +1.0% | -3.8% | +4.8% | +1.9% |
| 30D | +16.2% | -8.9% | +25.1% | +19.5% |
| 3M | +23.1% | -7.4% | +30.5% | +25.5% |
| 6M | +22.0% | +1.6% | +20.4% | +18.5% |
| YTD | +39.2% | +23.2% | +16.0% | +24.4% |
| 1Y | +48.3% | +21.2% | +27.0% | +33.0% |
| 3Y | +123.4% | +230.8% | -107.4% | +27.1% |
| 5Y | +185.4% | +106.7% | +78.7% | +79.0% |
| 10Y | +539.2% | +1,125.0% | -585.8% | +52.6% |
| All | +2,376.1% | +13,348.2% | -10,972.1% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling