+76.4%
NSC vs UPRO
+233.9%
-157.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | -0.1% |
| 7D | -3.5% | -3.8% | +0.2% | -2.9% |
| 30D | +3.9% | -8.9% | +12.8% | +5.8% |
| 3M | -0.8% | -7.4% | +6.6% | +0.4% |
| 6M | +7.1% | +1.6% | +5.6% | +5.4% |
| YTD | +16.4% | +23.2% | -6.7% | +8.2% |
| 1Y | +16.9% | +21.2% | -4.3% | +8.9% |
| All | +76.4% | +233.9% | -157.5% | +15.4% |
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