+321.2%
MOD vs UPRO
+222.2%
+99.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.3% |
| 7D | +9.6% | +0.1% | +9.5% | +9.4% |
| 30D | 0.0% | -0.9% | +0.9% | +0.7% |
| 3M | -35.4% | +1.9% | -37.3% | -36.3% |
| 6M | -7.3% | +33.1% | -40.4% | -25.6% |
| YTD | +45.8% | +31.8% | +14.0% | +17.1% |
| 1Y | +43.1% | +48.3% | -5.1% | +5.6% |
| All | +321.2% | +222.2% | +99.0% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling