+1,064.5%
MOD vs UPRO
+1,087.5%
-23.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.2% | +29.1% | +28.5% |
| 7D | +40.4% | +7.4% | +33.0% | +35.4% |
| 30D | -14.0% | -7.9% | -6.1% | -10.9% |
| 3M | -33.3% | -12.0% | -21.3% | -29.1% |
| 6M | -51.4% | -2.0% | -49.5% | -50.7% |
| YTD | +1.6% | +20.4% | -18.8% | -6.9% |
| 1Y | +5.4% | +24.5% | -19.1% | -4.6% |
| 3Y | +191.0% | +224.4% | -33.4% | +73.0% |
| 5Y | +1,093.1% | +97.6% | +995.5% | +706.7% |
| All | +1,064.5% | +1,087.5% | -23.0% | +159.7% |
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 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