+270.3%
ORCL vs UPRO
+1,087.5%
-817.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +8.0% | +7.4% | +0.6% | +5.2% |
| 30D | -4.0% | -7.9% | +3.9% | -1.1% |
| 3M | -19.5% | -12.0% | -7.5% | -15.4% |
| 6M | -33.5% | -2.0% | -31.5% | -32.6% |
| YTD | -34.8% | +20.4% | -55.2% | -38.6% |
| 1Y | -41.6% | +24.5% | -66.1% | -45.7% |
| 3Y | +13.8% | +224.4% | -210.6% | -24.4% |
| 5Y | +43.4% | +97.6% | -54.2% | +3.7% |
| All | +270.3% | +1,087.5% | -817.2% | +20.3% |
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