+1,771.8%
NOC vs UPRO
+13,208.7%
-11,436.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +4.5% | +9.7% | -5.1% | +2.4% |
| 30D | +14.1% | -9.8% | +23.8% | +16.0% |
| 3M | -4.5% | -9.1% | +4.7% | -3.1% |
| 6M | -0.8% | +0.9% | -1.7% | -2.3% |
| YTD | -2.5% | +21.9% | -24.4% | -8.7% |
| 1Y | -0.1% | +19.8% | -19.9% | -6.2% |
| 3Y | +24.6% | +227.4% | -202.8% | -13.4% |
| 5Y | +65.6% | +100.1% | -34.5% | +19.8% |
| 10Y | +160.5% | +1,112.3% | -951.8% | -8.0% |
| All | +1,771.8% | +13,208.7% | -11,436.9% | +171.2% |
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