+7,949.9%
NVDA vs UPRO
+1,130.0%
+6,819.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +0.5% |
| 7D | -13.2% | -3.8% | -9.4% | -11.6% |
| 30D | -23.2% | -8.9% | -14.4% | -19.3% |
| 3M | -20.0% | -7.4% | -12.6% | -16.8% |
| 6M | -20.6% | +1.6% | -22.2% | -22.3% |
| YTD | -6.6% | +23.2% | -29.8% | -19.4% |
| 1Y | -9.8% | +21.2% | -31.1% | -21.6% |
| 3Y | +260.5% | +230.8% | +29.7% | +68.5% |
| 5Y | +474.2% | +106.7% | +367.5% | +239.4% |
| 10Y | +7,949.9% | +1,125.0% | +6,824.9% | +1,355.0% |
| All | +7,949.9% | +1,130.0% | +6,819.9% | +1,355.0% |
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