+913.8%
NVDA vs UPRO
+136.1%
+777.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -0.8% |
| 7D | +3.8% | +1.5% | +2.4% | +2.7% |
| 30D | +0.8% | -3.7% | +4.5% | +3.6% |
| 3M | +8.2% | +8.0% | +0.2% | +1.8% |
| 6M | +27.1% | +38.7% | -11.6% | -1.2% |
| YTD | +21.2% | +29.5% | -8.4% | -1.2% |
| 1Y | +34.3% | +46.1% | -11.8% | -0.4% |
| 3Y | +396.3% | +229.1% | +167.2% | +93.8% |
| 5Y | +913.8% | +136.0% | +777.8% | +406.1% |
| All | +913.8% | +136.1% | +777.6% | +406.1% |
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 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