+157.4%
NOC vs UPRO
+1,087.5%
-930.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.4% |
| 7D | +4.8% | +7.4% | -2.6% | +3.6% |
| 30D | +11.0% | -7.9% | +18.9% | +12.2% |
| 3M | -3.8% | -12.0% | +8.2% | -2.2% |
| 6M | +0.6% | -2.0% | +2.6% | 0.0% |
| YTD | -2.3% | +20.4% | -22.7% | -6.9% |
| 1Y | +0.3% | +24.5% | -24.3% | -5.2% |
| 3Y | +24.6% | +224.4% | -199.8% | -6.8% |
| 5Y | +66.0% | +97.6% | -31.6% | +29.3% |
| All | +157.4% | +1,087.5% | -930.1% | +17.0% |
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