+3.8%
OMC vs UPRO
+43.9%
-40.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.3% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -7.5% | -5.0% | -2.5% | -6.9% |
| 3M | +4.6% | +7.5% | -2.9% | +3.7% |
| 6M | -4.8% | +33.2% | -38.1% | -8.9% |
| YTD | -1.0% | +27.7% | -28.7% | -4.4% |
| 1Y | +3.8% | +43.0% | -39.2% | +1.1% |
| All | +3.8% | +43.9% | -40.1% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling