-7.7%
ONON vs UPRO
+95.9%
-103.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | -10.0% | +7.4% | -17.4% | -13.7% |
| 30D | -5.3% | -7.9% | +2.6% | -1.9% |
| 3M | +6.5% | -12.0% | +18.5% | +12.8% |
| 6M | -5.0% | -2.0% | -3.0% | -6.5% |
| YTD | -27.6% | +20.4% | -48.0% | -37.2% |
| 1Y | -20.7% | +24.5% | -45.2% | -32.7% |
| 3Y | +26.6% | +224.4% | -197.7% | -45.6% |
| All | -7.7% | +95.9% | -103.6% | -47.0% |
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