+189.3%
NOC vs UPRO
+1,162.5%
-973.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -10.4% | -5.0% | -5.4% | -9.6% |
| 3M | -5.6% | +7.5% | -13.1% | -7.1% |
| 6M | -30.4% | +33.2% | -63.6% | -34.3% |
| YTD | -8.5% | +27.7% | -36.2% | -13.2% |
| 1Y | -8.3% | +43.0% | -51.4% | -15.1% |
| 3Y | +28.2% | +224.4% | -196.2% | -3.8% |
| 5Y | +56.7% | +135.9% | -79.1% | +17.4% |
| 10Y | +189.3% | +1,232.5% | -1,043.2% | +19.4% |
| All | +189.3% | +1,162.5% | -973.2% | +19.4% |
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