+140.2%
NI vs UPRO
+1,226.0%
-1,085.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -0.6% | -6.0% | +5.4% | +0.7% |
| 30D | -1.4% | -5.8% | +4.4% | -0.3% |
| 3M | -10.6% | +10.8% | -21.4% | -12.8% |
| 6M | -9.9% | +31.6% | -41.5% | -15.7% |
| YTD | +1.2% | +25.4% | -24.2% | -4.6% |
| 1Y | +4.4% | +39.2% | -34.8% | -4.1% |
| 3Y | +68.6% | +218.5% | -149.9% | +23.5% |
| 5Y | +98.0% | +137.1% | -39.0% | +44.6% |
| All | +140.2% | +1,226.0% | -1,085.8% | -0.9% |
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