+1,655.4%
NOC vs UPRO
+14,289.1%
-12,633.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -7.2% | -0.9% | -6.3% | -7.1% |
| 3M | -5.1% | +1.9% | -7.0% | -6.0% |
| 6M | -31.1% | +33.1% | -64.2% | -36.1% |
| YTD | -8.6% | +31.8% | -40.4% | -15.2% |
| 1Y | -9.7% | +48.3% | -58.0% | -18.8% |
| 3Y | +24.3% | +221.5% | -197.2% | -12.8% |
| 5Y | +52.6% | +136.7% | -84.1% | +6.2% |
| 10Y | +183.6% | +1,179.2% | -995.6% | -0.5% |
| All | +1,655.4% | +14,289.1% | -12,633.7% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling