+329.1%
NSC vs UPRO
+1,170.7%
-841.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -3.2% | -0.9% | -2.3% | -3.0% |
| 3M | +7.7% | +1.9% | +5.7% | +6.0% |
| 6M | +4.5% | +33.1% | -28.6% | -6.7% |
| YTD | +15.6% | +31.8% | -16.2% | +3.1% |
| 1Y | +19.8% | +48.3% | -28.4% | +2.0% |
| 3Y | +70.1% | +221.5% | -151.4% | +3.9% |
| 5Y | +46.1% | +136.7% | -90.6% | -9.4% |
| All | +329.1% | +1,170.7% | -841.6% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling