+579.4%
NTAP vs UPRO
+1,102.3%
-522.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | +9.9% | +9.7% | +0.2% | +5.9% |
| 30D | -22.1% | -9.8% | -12.4% | -18.8% |
| 3M | -7.7% | -9.1% | +1.4% | -4.1% |
| 6M | +60.9% | +0.9% | +60.0% | +60.0% |
| YTD | +76.4% | +21.9% | +54.5% | +62.0% |
| 1Y | +69.3% | +19.8% | +49.6% | +56.4% |
| 3Y | +154.6% | +227.4% | -72.7% | +53.7% |
| 5Y | +131.4% | +100.1% | +31.4% | +53.9% |
| All | +579.4% | +1,102.3% | -522.9% | +64.2% |
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