+32.3%
MSCI vs UPRO
+228.3%
-196.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +2.7% | -2.9% | +5.5% | +3.1% |
| 30D | +16.2% | -12.4% | +28.7% | +19.4% |
| 3M | +17.1% | -11.9% | +28.9% | +20.0% |
| 6M | +13.0% | -1.7% | +14.7% | +12.2% |
| YTD | +15.8% | +18.5% | -2.8% | +9.0% |
| 1Y | +15.5% | +17.5% | -2.0% | +8.8% |
| 3Y | +32.3% | +218.4% | -186.0% | -14.3% |
| All | +32.3% | +228.3% | -196.0% | -14.3% |
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