+184.5%
NOK vs UPRO
+218.6%
-34.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | +9.3% | -1.3% | +10.7% | +9.7% |
| 30D | +17.9% | -5.0% | +22.9% | +19.8% |
| 3M | -22.3% | +7.5% | -29.8% | -23.9% |
| 6M | +36.4% | +33.2% | +3.1% | +26.3% |
| YTD | +66.3% | +27.7% | +38.6% | +55.6% |
| 1Y | +134.4% | +43.0% | +91.4% | +112.8% |
| All | +184.5% | +218.6% | -34.1% | +85.7% |
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