+25.1%
NLY vs UPRO
+137.8%
-112.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 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% | +0.1% |
| 6M | +4.2% | +35.2% | -31.0% | -5.5% |
| YTD | +4.7% | +28.4% | -23.8% | -4.0% |
| 1Y | +12.7% | +39.3% | -26.5% | +0.4% |
| 3Y | +62.5% | +219.9% | -157.3% | +5.8% |
| All | +25.1% | +137.8% | -112.7% | -18.9% |
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 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