+31.8%
OMC vs UPRO
+1,226.0%
-1,194.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | -6.2% | -6.0% | -0.2% | -4.6% |
| 30D | -7.6% | -5.8% | -1.8% | -6.0% |
| 3M | +7.4% | +10.8% | -3.4% | +3.8% |
| 6M | +0.1% | +31.6% | -31.4% | -8.5% |
| YTD | +0.4% | +25.4% | -25.0% | -7.1% |
| 1Y | +7.8% | +39.2% | -31.5% | -4.0% |
| 3Y | +11.8% | +218.5% | -206.7% | -25.5% |
| 5Y | +32.5% | +137.1% | -104.6% | -10.6% |
| All | +31.8% | +1,226.0% | -1,194.2% | -53.9% |
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