-23.3%
ONON vs UPRO
+143.0%
-166.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | -3.5% | -1.3% | -2.1% | -2.7% |
| 30D | -30.8% | -5.0% | -25.8% | -28.6% |
| 3M | -29.8% | +7.5% | -37.3% | -33.3% |
| 6M | -34.8% | +33.2% | -68.1% | -45.6% |
| YTD | -42.3% | +27.7% | -70.0% | -50.8% |
| 1Y | -39.5% | +43.0% | -82.6% | -52.3% |
| 3Y | -9.3% | +224.4% | -233.7% | -60.3% |
| All | -23.3% | +143.0% | -166.3% | -59.3% |
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 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