-9.6%
ODFL vs UPRO
+230.2%
-239.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | +0.2% | +1.5% | -1.3% | -0.5% |
| 30D | -13.4% | -3.7% | -9.7% | -12.2% |
| 3M | -24.2% | +8.0% | -32.2% | -26.8% |
| 6M | -3.3% | +38.7% | -42.0% | -16.0% |
| YTD | +19.8% | +29.5% | -9.8% | +6.8% |
| 1Y | +24.5% | +46.1% | -21.6% | +5.2% |
| 3Y | -9.6% | +229.1% | -238.7% | -48.3% |
| All | -9.6% | +230.2% | -239.8% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling