+56.4%
NU vs UPRO
+226.4%
-169.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +13.0% | +12.3% |
| 7D | +9.9% | +7.4% | +2.5% | +6.2% |
| 30D | -11.5% | -7.9% | -3.6% | -8.9% |
| 3M | -5.1% | -12.0% | +6.9% | 0.0% |
| 6M | +3.1% | -2.0% | +5.1% | +2.5% |
| YTD | -21.0% | +20.4% | -41.4% | -29.3% |
| 1Y | -15.2% | +24.5% | -39.7% | -25.4% |
| 3Y | +56.4% | +224.4% | -167.9% | -22.1% |
| All | +56.4% | +226.4% | -169.9% | -22.1% |
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 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