+24.5%
NOC vs UPRO
+228.3%
-203.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | +14.1% | -12.4% | +26.5% | +14.2% |
| 3M | -4.6% | -11.9% | +7.2% | -4.6% |
| 6M | +0.7% | -1.7% | +2.4% | +0.6% |
| YTD | -2.6% | +18.5% | -21.2% | -3.2% |
| 1Y | -1.0% | +17.5% | -18.5% | -1.5% |
| 3Y | +24.5% | +218.4% | -193.9% | +18.8% |
| All | +24.5% | +228.3% | -203.9% | +18.8% |
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