+212.3%
NLY vs UPRO
+13,589.9%
-13,377.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | -3.6% | -6.0% | +2.4% | -2.2% |
| 30D | -4.9% | -5.8% | +0.9% | -3.6% |
| 3M | +6.2% | +10.8% | -4.6% | +3.4% |
| 6M | +4.5% | +31.6% | -27.1% | -2.6% |
| YTD | +5.1% | +25.4% | -20.2% | -1.2% |
| 1Y | +13.5% | +39.2% | -25.7% | +3.7% |
| 3Y | +65.6% | +218.5% | -152.9% | +20.5% |
| 5Y | +26.9% | +137.1% | -110.2% | -6.4% |
| 10Y | +81.8% | +1,208.2% | -1,126.4% | -11.7% |
| All | +212.3% | +13,589.9% | -13,377.5% | -9.9% |
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 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