+627.8%
OKTA vs UPRO
+857.9%
-230.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | +0.4% | -6.0% | +6.4% | +3.0% |
| 30D | +13.8% | -5.8% | +19.6% | +17.0% |
| 3M | +48.9% | +10.8% | +38.1% | +42.5% |
| 6M | +114.9% | +31.6% | +83.4% | +90.1% |
| YTD | +97.9% | +25.4% | +72.5% | +78.2% |
| 1Y | +89.7% | +39.2% | +50.4% | +62.8% |
| 3Y | +95.8% | +218.5% | -122.7% | +13.7% |
| 5Y | -32.6% | +137.1% | -169.7% | -57.9% |
| All | +627.8% | +857.9% | -230.0% | +121.0% |
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