+32.6%
NET vs UPRO
+112.6%
-80.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -6.2% |
| 7D | -16.4% | -2.6% | -13.8% | -14.7% |
| 30D | -25.8% | -4.3% | -21.5% | -23.3% |
| 3M | -11.5% | -4.3% | -7.2% | -8.5% |
| 6M | +18.9% | +14.7% | +4.2% | +5.7% |
| YTD | +35.2% | +28.0% | +7.2% | +8.5% |
| 1Y | +14.5% | +29.8% | -15.4% | -9.4% |
| 3Y | +313.8% | +256.9% | +56.9% | +24.7% |
| 5Y | +32.6% | +110.6% | -78.0% | -39.2% |
| All | +32.6% | +112.6% | -80.0% | -39.2% |
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