+576.6%
NTAP vs UPRO
+1,163.1%
-586.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.9% | +1.3% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | -25.8% | -11.4% | -14.3% | -22.0% |
| 3M | -6.9% | -10.9% | +4.0% | -2.5% |
| 6M | +50.0% | -0.5% | +50.5% | +50.0% |
| YTD | +66.9% | +19.9% | +47.1% | +54.3% |
| 1Y | +58.3% | +24.2% | +34.1% | +44.0% |
| 3Y | +145.1% | +236.9% | -91.8% | +46.3% |
| 5Y | +114.2% | +96.6% | +17.6% | +43.4% |
| 10Y | +576.6% | +1,091.6% | -515.0% | +68.1% |
| All | +576.6% | +1,163.1% | -586.6% | +68.1% |
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