+612.9%
OKTA vs UPRO
+889.7%
-276.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | +13.0% | -3.7% | +16.7% | +15.1% |
| 3M | +43.4% | +8.0% | +35.4% | +38.8% |
| 6M | +107.6% | +38.7% | +69.0% | +79.7% |
| YTD | +93.8% | +29.5% | +64.3% | +72.2% |
| 1Y | +80.8% | +46.1% | +34.7% | +52.1% |
| 3Y | +91.8% | +229.1% | -137.3% | +9.8% |
| 5Y | -36.4% | +136.0% | -172.4% | -60.3% |
| All | +612.9% | +889.7% | -276.8% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling