+94.0%
NVS vs UPRO
+137.8%
-43.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.7% | -0.5% |
| 7D | -14.3% | -2.5% | -11.7% | -14.0% |
| 30D | -10.0% | -4.2% | -5.7% | -9.5% |
| 3M | -10.9% | +8.1% | -18.9% | -11.8% |
| 6M | -12.0% | +35.2% | -47.2% | -15.2% |
| YTD | +2.5% | +28.4% | -25.9% | -0.8% |
| 1Y | +10.7% | +39.3% | -28.6% | +6.0% |
| 3Y | +53.3% | +219.9% | -166.6% | +30.0% |
| All | +94.0% | +137.8% | -43.8% | +60.8% |
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