+327.1%
NET vs UPRO
+222.2%
+104.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -7.0% | +0.1% | -7.0% | -7.0% |
| 30D | -4.8% | -0.9% | -3.9% | -4.0% |
| 3M | +3.8% | +1.9% | +1.9% | +2.4% |
| 6M | +50.0% | +33.1% | +16.9% | +24.7% |
| YTD | +41.5% | +31.8% | +9.7% | +18.2% |
| 1Y | +32.8% | +48.3% | -15.4% | +3.2% |
| All | +327.1% | +222.2% | +104.9% | +74.2% |
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 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