+346.9%
ORCL vs UPRO
+1,173.4%
-826.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.5% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +10.0% | -0.9% | +10.9% | +10.5% |
| 3M | -32.6% | +1.9% | -34.5% | -32.9% |
| 6M | +4.9% | +33.1% | -28.2% | -4.9% |
| YTD | -17.8% | +31.8% | -49.5% | -25.2% |
| 1Y | -28.0% | +48.3% | -76.3% | -37.2% |
| 3Y | +36.0% | +221.5% | -185.5% | -10.0% |
| 5Y | +88.7% | +136.7% | -48.0% | +27.8% |
| All | +346.9% | +1,173.4% | -826.5% | +45.8% |
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