-24.0%
NKE vs UPRO
+1,258.3%
-1,282.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -4.2% | -2.5% | -1.6% | -3.3% |
| 30D | -8.2% | -4.2% | -4.0% | -6.9% |
| 3M | -19.1% | +8.1% | -27.1% | -21.7% |
| 6M | -32.6% | +35.2% | -67.9% | -40.1% |
| YTD | -40.7% | +28.4% | -69.2% | -46.5% |
| 1Y | -48.9% | +39.3% | -88.1% | -55.4% |
| 3Y | -59.2% | +219.9% | -279.1% | -74.9% |
| 5Y | -75.3% | +142.8% | -218.2% | -84.4% |
| All | -24.0% | +1,258.3% | -1,282.3% | -76.3% |
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