+24.4%
NSC vs UPRO
+81.0%
-56.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.0% |
| 7D | -6.6% | -8.7% | +2.1% | -4.6% |
| 30D | +2.2% | -16.9% | +19.1% | +6.7% |
| 3M | -6.2% | -15.3% | +9.1% | -2.7% |
| 6M | +1.7% | -5.7% | +7.4% | +1.8% |
| YTD | +12.2% | +12.1% | +0.1% | +6.5% |
| 1Y | +15.4% | +16.4% | -1.0% | +8.1% |
| 3Y | +73.3% | +210.5% | -137.2% | +18.3% |
| All | +24.4% | +81.0% | -56.7% | -10.6% |
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 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