+753.4%
MOD vs UPRO
+81.0%
+672.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.2% |
| 7D | -25.5% | -8.7% | -16.9% | -22.2% |
| 30D | -49.0% | -16.9% | -32.1% | -43.3% |
| 3M | -49.8% | -15.3% | -34.6% | -44.8% |
| 6M | -64.8% | -5.7% | -59.1% | -63.4% |
| YTD | -27.6% | +12.1% | -39.7% | -32.2% |
| 1Y | -35.2% | +16.4% | -51.6% | -40.1% |
| 3Y | +137.1% | +210.5% | -73.4% | +35.5% |
| All | +753.4% | +81.0% | +672.4% | +431.2% |
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