+523.3%
ON vs UPRO
+1,087.5%
-564.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | +12.2% | +7.4% | +4.8% | +7.6% |
| 30D | -3.1% | -7.9% | +4.8% | +2.1% |
| 3M | -12.9% | -12.0% | -0.9% | -5.3% |
| 6M | -38.6% | -2.0% | -36.6% | -36.9% |
| YTD | +31.2% | +20.4% | +10.8% | +18.6% |
| 1Y | +47.6% | +24.5% | +23.1% | +30.6% |
| 3Y | +6.6% | +224.4% | -217.7% | -48.3% |
| 5Y | +21.3% | +97.6% | -76.4% | -26.5% |
| All | +523.3% | +1,087.5% | -564.1% | -17.3% |
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