+50.2%
OMC vs UPRO
+1,087.5%
-1,037.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +1.9% | +7.4% | -5.6% | -0.2% |
| 30D | +12.2% | -7.9% | +20.1% | +14.1% |
| 3M | +0.6% | -12.0% | +12.6% | +3.5% |
| 6M | +21.0% | -2.0% | +23.0% | +19.9% |
| YTD | +12.4% | +20.4% | -8.0% | +4.3% |
| 1Y | +25.4% | +24.5% | +0.9% | +15.0% |
| 3Y | +29.2% | +224.4% | -195.2% | -14.8% |
| 5Y | +52.6% | +97.6% | -45.0% | +8.1% |
| All | +50.2% | +1,087.5% | -1,037.3% | -50.0% |
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