+48.9%
NVTS vs UPRO
+226.4%
-177.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.1% | -5.1% |
| 7D | +3.9% | +7.4% | -3.5% | -2.9% |
| 30D | -4.3% | -7.9% | +3.6% | +6.1% |
| 3M | -34.5% | -12.0% | -22.5% | -23.6% |
| 6M | -57.7% | -2.0% | -55.8% | -54.4% |
| YTD | +25.4% | +20.4% | +5.0% | +15.0% |
| 1Y | +13.1% | +24.5% | -11.4% | +1.1% |
| 3Y | +48.9% | +224.4% | -175.4% | -41.3% |
| All | +48.9% | +226.4% | -177.5% | -41.3% |
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