+55.3%
O vs UPRO
+1,162.5%
-1,107.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -2.4% | -5.0% | +2.6% | -1.3% |
| 3M | -0.6% | +7.5% | -8.1% | -2.8% |
| 6M | -5.0% | +33.2% | -38.2% | -12.3% |
| YTD | +10.4% | +27.7% | -17.3% | +2.5% |
| 1Y | +6.6% | +43.0% | -36.5% | -4.3% |
| 3Y | +28.4% | +224.4% | -196.0% | -12.6% |
| 5Y | +15.3% | +135.9% | -120.6% | -20.9% |
| 10Y | +55.3% | +1,232.5% | -1,177.2% | -43.6% |
| All | +55.3% | +1,162.5% | -1,107.2% | -43.6% |
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