+95.1%
META vs UPRO
+210.8%
-115.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -0.8% | -8.7% | +7.9% | +3.2% |
| 30D | -15.4% | -16.9% | +1.5% | -7.9% |
| 3M | +3.5% | -15.3% | +18.8% | +11.6% |
| 6M | -0.3% | -5.7% | +5.4% | +1.2% |
| YTD | -7.3% | +12.1% | -19.4% | -14.5% |
| 1Y | -1.1% | +16.4% | -17.5% | -10.8% |
| 3Y | +95.1% | +210.5% | -115.5% | -1.3% |
| All | +95.1% | +210.8% | -115.8% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling