-12.5%
ODFL vs UPRO
+221.4%
-233.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -5.4% | -2.9% | -2.6% | -4.7% |
| 30D | -7.7% | -12.4% | +4.8% | -3.5% |
| 3M | -20.8% | -11.9% | -9.0% | -17.6% |
| 6M | -15.0% | -1.7% | -13.4% | -15.9% |
| YTD | +7.6% | +18.5% | -10.9% | -1.5% |
| 1Y | +22.7% | +17.5% | +5.2% | +12.5% |
| All | -12.5% | +221.4% | -233.9% | -54.4% |
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