+549.8%
MET vs UPRO
+12,842.3%
-12,292.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +1.8% | -2.9% | +4.6% | +2.6% |
| 30D | +4.8% | -12.4% | +17.2% | +10.3% |
| 3M | +6.2% | -11.9% | +18.1% | +11.1% |
| 6M | +33.8% | -1.7% | +35.5% | +31.6% |
| YTD | +33.3% | +18.5% | +14.8% | +19.5% |
| 1Y | +36.3% | +17.5% | +18.8% | +22.3% |
| 3Y | +84.6% | +218.4% | -133.8% | -2.3% |
| 5Y | +87.7% | +99.1% | -11.5% | +7.9% |
| 10Y | +198.0% | +1,071.1% | -873.1% | -47.2% |
| All | +549.8% | +12,842.3% | -12,292.6% | -79.2% |
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