+906.4%
MOD vs UPRO
+1,093.1%
-186.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.3% |
| 7D | -25.5% | -8.7% | -16.9% | -22.7% |
| 30D | -49.0% | -16.9% | -32.1% | -44.3% |
| 3M | -49.8% | -15.3% | -34.6% | -45.6% |
| 6M | -64.8% | -5.7% | -59.1% | -63.5% |
| YTD | -27.6% | +12.1% | -39.7% | -31.2% |
| 1Y | -35.2% | +16.4% | -51.6% | -39.1% |
| 3Y | +137.1% | +210.5% | -73.4% | +44.5% |
| 5Y | +760.3% | +82.4% | +677.9% | +505.1% |
| All | +906.4% | +1,093.1% | -186.7% | +145.1% |
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