+719.8%
ODFL vs UPRO
+1,258.3%
-538.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -1.3% |
| 7D | -3.3% | -2.5% | -0.7% | -2.4% |
| 30D | -15.3% | -4.2% | -11.1% | -14.0% |
| 3M | -27.3% | +8.1% | -35.4% | -29.7% |
| 6M | -4.5% | +35.2% | -39.7% | -15.4% |
| YTD | +15.1% | +28.4% | -13.3% | +3.9% |
| 1Y | +21.1% | +39.3% | -18.2% | +5.5% |
| 3Y | -14.1% | +219.9% | -234.0% | -46.8% |
| 5Y | +26.6% | +142.8% | -116.2% | -19.4% |
| All | +719.8% | +1,258.3% | -538.5% | +135.0% |
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