+810.7%
MOD vs UPRO
+1,102.3%
-291.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +16.1% | +9.7% | +6.4% | +11.0% |
| 30D | -38.5% | -9.8% | -28.8% | -35.5% |
| 3M | -46.8% | -9.1% | -37.7% | -44.3% |
| 6M | -61.6% | +0.9% | -62.5% | -61.5% |
| YTD | -20.5% | +21.9% | -42.4% | -27.5% |
| 1Y | -28.0% | +19.8% | -47.8% | -33.3% |
| 3Y | +134.9% | +227.4% | -92.4% | +39.2% |
| 5Y | +833.2% | +100.1% | +733.1% | +527.9% |
| All | +810.7% | +1,102.3% | -291.6% | +102.1% |
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