+522.1%
O vs UPRO
+12,988.5%
-12,466.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.2% | -0.9% |
| 7D | +3.3% | -0.9% | +4.2% | +3.2% |
| 30D | +10.3% | -11.4% | +21.8% | +13.0% |
| 3M | -3.5% | -10.9% | +7.4% | -1.4% |
| 6M | -1.3% | -0.5% | -0.7% | -2.6% |
| YTD | +10.3% | +19.9% | -9.5% | +3.0% |
| 1Y | +10.4% | +24.2% | -13.8% | +1.9% |
| 3Y | +40.0% | +236.9% | -197.0% | -6.4% |
| 5Y | +12.4% | +96.6% | -84.2% | -19.6% |
| 10Y | +78.2% | +1,091.6% | -1,013.4% | -33.7% |
| All | +522.1% | +12,988.5% | -12,466.4% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling