+168.0%
OKTA vs UPRO
+226.4%
-58.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +8.4% | +7.4% | +1.0% | +4.9% |
| 30D | -13.7% | -7.9% | -5.8% | -10.2% |
| 3M | +18.0% | -12.0% | +30.0% | +25.2% |
| 6M | +133.8% | -2.0% | +135.8% | +136.3% |
| YTD | +111.5% | +20.4% | +91.1% | +94.3% |
| 1Y | +118.3% | +24.5% | +93.8% | +97.3% |
| 3Y | +168.0% | +224.4% | -56.3% | +35.2% |
| All | +168.0% | +226.4% | -58.4% | +35.2% |
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