+77.9%
NLY vs UPRO
+1,258.3%
-1,180.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | -4.0% | -2.5% | -1.4% | -3.3% |
| 30D | -5.2% | -4.2% | -1.0% | -4.1% |
| 3M | +2.8% | +8.1% | -5.2% | +0.2% |
| 6M | +4.2% | +35.2% | -31.0% | -5.0% |
| YTD | +4.7% | +28.4% | -23.8% | -3.6% |
| 1Y | +12.7% | +39.3% | -26.5% | +1.0% |
| 3Y | +62.5% | +219.9% | -157.3% | +9.8% |
| 5Y | +26.3% | +142.8% | -116.5% | -14.0% |
| All | +77.9% | +1,258.3% | -1,180.4% | -22.7% |
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