+62.8%
META vs UPRO
+137.3%
-74.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +4.8% | -0.9% | +5.6% | +5.2% |
| 3M | -1.6% | +1.9% | -3.6% | -3.3% |
| 6M | -7.5% | +33.1% | -40.6% | -21.9% |
| YTD | -6.4% | +31.8% | -38.2% | -20.9% |
| 1Y | -17.3% | +48.3% | -65.6% | -34.9% |
| 3Y | +109.9% | +221.5% | -111.5% | -0.6% |
| All | +62.8% | +137.3% | -74.5% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling