-1.2%
NOC vs UPRO
+22.8%
-24.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.5% |
| 7D | +4.9% | -3.8% | +8.7% | +4.7% |
| 30D | +13.6% | -8.9% | +22.5% | +13.5% |
| 3M | -3.9% | -7.4% | +3.6% | -3.9% |
| 6M | +1.4% | +1.6% | -0.1% | +1.1% |
| YTD | -2.2% | +23.2% | -25.4% | -3.8% |
| 1Y | -1.2% | +21.2% | -22.4% | -2.9% |
| All | -1.2% | +22.8% | -24.0% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling