+93.4%
META vs UPRO
+208.2%
-114.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.2% | +9.2% | +2.5% |
| 7D | -3.1% | -14.4% | +11.3% | +4.0% |
| 30D | -18.1% | -18.2% | +0.1% | -10.1% |
| 3M | +2.9% | -16.4% | +19.3% | +11.6% |
| 6M | +0.2% | -2.6% | +2.8% | 0.0% |
| YTD | -8.1% | +11.1% | -19.2% | -14.8% |
| 1Y | -4.5% | +11.8% | -16.3% | -12.1% |
| All | +93.4% | +208.2% | -114.8% | -1.7% |
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