+26.7%
NFLX vs UPRO
+136.1%
-109.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.2% |
| 7D | -5.0% | +1.5% | -6.5% | -5.6% |
| 30D | +3.5% | -3.7% | +7.3% | +5.1% |
| 3M | -7.1% | +8.0% | -15.1% | -10.7% |
| 6M | -22.5% | +38.7% | -61.1% | -34.0% |
| YTD | -18.1% | +29.5% | -47.7% | -28.6% |
| 1Y | -38.3% | +46.1% | -84.4% | -49.5% |
| 3Y | +73.4% | +229.1% | -155.7% | -11.9% |
| 5Y | +26.7% | +136.0% | -109.3% | -28.6% |
| All | +26.7% | +136.1% | -109.5% | -28.6% |
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