+328.1%
OMC vs UPRO
+14,289.1%
-13,961.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +1.1% | -0.9% | +2.0% | +1.4% |
| 3M | +10.4% | +1.9% | +8.5% | +9.0% |
| 6M | -1.7% | +33.1% | -34.8% | -11.2% |
| YTD | +4.4% | +31.8% | -27.3% | -5.5% |
| 1Y | +8.4% | +48.3% | -39.8% | -6.1% |
| 3Y | +14.4% | +221.5% | -207.1% | -26.4% |
| 5Y | +33.9% | +136.7% | -102.9% | -12.5% |
| 10Y | +34.9% | +1,179.2% | -1,144.3% | -58.9% |
| All | +328.1% | +14,289.1% | -13,961.0% | -53.2% |
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 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