+713.8%
MOD vs UPRO
+80.0%
+633.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -13.2% | +5.9% | +0.8% |
| 7D | -34.2% | -14.4% | -19.8% | -28.4% |
| 30D | -51.9% | -18.2% | -33.6% | -45.9% |
| 3M | -53.0% | -16.4% | -36.6% | -47.9% |
| 6M | -66.4% | -2.6% | -63.7% | -65.7% |
| YTD | -31.5% | +11.1% | -42.7% | -35.5% |
| 1Y | -39.6% | +11.8% | -51.3% | -42.9% |
| 3Y | +116.8% | +209.9% | -93.1% | +24.1% |
| 5Y | +713.8% | +80.9% | +632.9% | +410.0% |
| All | +713.8% | +80.0% | +633.8% | +410.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling