+60.7%
NOK vs UPRO
+95.9%
-35.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | +5.4% | +7.4% | -2.1% | +2.7% |
| 30D | -14.1% | -7.9% | -6.3% | -11.3% |
| 3M | -23.6% | -12.0% | -11.6% | -19.8% |
| 6M | -45.1% | -2.0% | -43.2% | -44.1% |
| YTD | +24.7% | +20.4% | +4.3% | +18.6% |
| 1Y | +19.0% | +24.5% | -5.5% | +11.8% |
| 3Y | +147.0% | +224.4% | -77.3% | +58.6% |
| All | +60.7% | +95.9% | -35.2% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling