+29.0%
NOC vs UPRO
+230.2%
-201.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -2.7% | +1.5% | -4.2% | -2.7% |
| 30D | -8.9% | -3.7% | -5.1% | -8.8% |
| 3M | -3.7% | +8.0% | -11.7% | -3.9% |
| 6M | -30.8% | +38.7% | -69.5% | -31.4% |
| YTD | -7.9% | +29.5% | -37.5% | -8.6% |
| 1Y | -9.4% | +46.1% | -55.5% | -10.3% |
| 3Y | +29.0% | +229.1% | -200.1% | +21.4% |
| All | +29.0% | +230.2% | -201.2% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling