+379.6%
META vs UPRO
+1,173.4%
-793.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +4.8% | -0.9% | +5.6% | +5.1% |
| 3M | -1.6% | +1.9% | -3.6% | -2.9% |
| 6M | -7.5% | +33.1% | -40.6% | -19.2% |
| YTD | -6.4% | +31.8% | -38.2% | -18.2% |
| 1Y | -17.3% | +48.3% | -65.6% | -31.7% |
| 3Y | +109.9% | +221.5% | -111.5% | +18.4% |
| 5Y | +65.4% | +136.7% | -71.4% | +1.0% |
| All | +379.6% | +1,173.4% | -793.8% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling