+1,604.6%
MOD vs UPRO
+1,173.4%
+431.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.9% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | 0.0% | -0.9% | +0.9% | +0.5% |
| 3M | -35.4% | +1.9% | -37.3% | -35.7% |
| 6M | -7.3% | +33.1% | -40.4% | -18.8% |
| YTD | +45.8% | +31.8% | +14.0% | +28.1% |
| 1Y | +43.1% | +48.3% | -5.1% | +19.5% |
| 3Y | +297.7% | +221.5% | +76.2% | +136.4% |
| 5Y | +1,478.8% | +136.7% | +1,342.0% | +878.8% |
| All | +1,604.6% | +1,173.4% | +431.2% | +274.0% |
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