+687.9%
NFLX vs UPRO
+1,162.5%
-474.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -8.1% | -1.3% | -6.8% | -7.7% |
| 30D | -0.3% | -5.0% | +4.7% | +1.5% |
| 3M | -6.6% | +7.5% | -14.1% | -9.7% |
| 6M | -22.7% | +33.2% | -55.9% | -31.7% |
| YTD | -18.9% | +27.7% | -46.6% | -27.6% |
| 1Y | -39.8% | +43.0% | -82.9% | -48.9% |
| 3Y | +71.7% | +224.4% | -152.7% | +0.4% |
| 5Y | +27.2% | +135.9% | -108.6% | -20.5% |
| 10Y | +687.9% | +1,232.5% | -544.6% | +106.4% |
| All | +687.9% | +1,162.5% | -474.7% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling