+1,796.9%
MAR vs UPRO
+14,044.6%
-12,247.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | -6.9% | -3.7% | -3.2% | -5.6% |
| 3M | -15.8% | +8.0% | -23.8% | -19.1% |
| 6M | +1.9% | +38.7% | -36.7% | -11.8% |
| YTD | +6.6% | +29.5% | -22.9% | -5.6% |
| 1Y | +23.7% | +46.1% | -22.4% | +3.6% |
| 3Y | +64.6% | +229.1% | -164.5% | -5.7% |
| 5Y | +156.4% | +136.0% | +20.4% | +53.4% |
| 10Y | +415.4% | +1,155.3% | -739.9% | +22.9% |
| All | +1,796.9% | +14,044.6% | -12,247.7% | +14.4% |
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