+723.3%
ODFL vs UPRO
+1,226.0%
-502.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.1% |
| 7D | -2.8% | -6.0% | +3.2% | -0.6% |
| 30D | -13.7% | -5.8% | -7.9% | -11.8% |
| 3M | -23.4% | +10.8% | -34.2% | -26.6% |
| 6M | -7.2% | +31.6% | -38.7% | -16.9% |
| YTD | +15.6% | +25.4% | -9.8% | +5.2% |
| 1Y | +24.2% | +39.2% | -15.1% | +8.2% |
| 3Y | -12.8% | +218.5% | -231.3% | -45.9% |
| 5Y | +27.1% | +137.1% | -109.9% | -18.3% |
| All | +723.3% | +1,226.0% | -502.7% | +138.1% |
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