+90.1%
OKTA vs UPRO
+51.4%
+38.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +2.6% | +0.1% | +2.6% | +2.6% |
| 30D | +16.0% | -0.9% | +16.9% | +16.7% |
| 3M | +38.2% | +1.9% | +36.2% | +36.9% |
| 6M | +137.8% | +33.1% | +104.7% | +114.1% |
| YTD | +97.3% | +31.8% | +65.5% | +78.7% |
| 1Y | +90.1% | +48.3% | +41.8% | +66.7% |
| All | +90.1% | +51.4% | +38.7% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling