+124.3%
MOD vs UPRO
+208.2%
-83.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -13.2% | +5.9% | +3.3% |
| 7D | -34.2% | -14.4% | -19.8% | -26.6% |
| 30D | -51.9% | -18.2% | -33.6% | -44.0% |
| 3M | -53.0% | -16.4% | -36.6% | -46.3% |
| 6M | -66.4% | -2.6% | -63.7% | -65.8% |
| YTD | -31.5% | +11.1% | -42.7% | -37.6% |
| 1Y | -39.6% | +11.8% | -51.3% | -44.7% |
| All | +124.3% | +208.2% | -83.9% | +4.0% |
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 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