-23.3%
ONON vs UPRO
+138.6%
-161.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +1.1% |
| 7D | -5.3% | -6.0% | +0.7% | -1.9% |
| 30D | -13.1% | -5.8% | -7.4% | -10.1% |
| 3M | -29.3% | +10.8% | -40.2% | -33.9% |
| 6M | -34.5% | +31.6% | -66.1% | -45.0% |
| YTD | -42.2% | +25.4% | -67.6% | -50.2% |
| 1Y | -37.3% | +39.2% | -76.6% | -49.8% |
| 3Y | -9.3% | +218.5% | -227.8% | -59.8% |
| All | -23.3% | +138.6% | -161.8% | -58.8% |
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