+32.5%
OMC vs UPRO
+128.3%
-95.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.9% |
| 7D | -6.2% | -6.0% | -0.2% | -4.7% |
| 30D | -7.6% | -5.8% | -1.8% | -6.1% |
| 3M | +7.4% | +10.8% | -3.4% | +4.1% |
| 6M | +0.1% | +31.6% | -31.4% | -7.9% |
| YTD | +0.4% | +25.4% | -25.0% | -6.6% |
| 1Y | +7.8% | +39.2% | -31.5% | -3.2% |
| 3Y | +11.8% | +218.5% | -206.7% | -24.0% |
| 5Y | +32.5% | +137.1% | -104.6% | -11.2% |
| All | +32.5% | +128.3% | -95.9% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling