+534.3%
O vs UPRO
+14,289.1%
-13,754.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.9% | -0.9% | -1.0% | -1.7% |
| 3M | +3.8% | +1.9% | +1.9% | +2.6% |
| 6M | -4.7% | +33.1% | -37.9% | -12.4% |
| YTD | +12.5% | +31.8% | -19.3% | +3.3% |
| 1Y | +10.8% | +48.3% | -37.4% | -1.7% |
| 3Y | +28.8% | +221.5% | -192.7% | -12.3% |
| 5Y | +13.2% | +136.7% | -123.6% | -22.6% |
| 10Y | +53.5% | +1,179.2% | -1,125.7% | -43.6% |
| All | +534.3% | +14,289.1% | -13,754.8% | -17.5% |
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