+479.4%
NBIS vs UPRO
+56.8%
+422.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.2% | -8.7% | -8.7% |
| 7D | -10.5% | +7.4% | -17.9% | -16.0% |
| 30D | -37.7% | -7.9% | -29.8% | -31.2% |
| 3M | -54.6% | -12.0% | -42.6% | -47.4% |
| 6M | -44.1% | -2.0% | -42.1% | -40.6% |
| YTD | +38.4% | +20.4% | +18.0% | +22.7% |
| 1Y | +30.7% | +24.5% | +6.2% | +13.0% |
| All | +479.4% | +56.8% | +422.6% | +406.5% |
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