+10,671.6%
NFLX vs UPRO
+12,842.4%
-2,170.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | -10.0% | -12.4% | +2.4% | -6.4% |
| 3M | -17.1% | -11.9% | -5.2% | -14.1% |
| 6M | -27.7% | -1.7% | -26.0% | -28.7% |
| YTD | -32.5% | +18.5% | -51.1% | -38.6% |
| 1Y | -43.5% | +17.5% | -61.0% | -48.6% |
| 3Y | +41.4% | +218.4% | -176.9% | -15.6% |
| 5Y | -2.2% | +99.1% | -101.3% | -34.1% |
| 10Y | +448.1% | +1,071.1% | -623.0% | +65.7% |
| All | +10,671.6% | +12,842.4% | -2,170.8% | +1,257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling