+10.2%
ORCL vs UPRO
+210.8%
-200.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -11.2% | -8.7% | -2.5% | -6.9% |
| 30D | -18.8% | -16.9% | -1.9% | -10.1% |
| 3M | -18.8% | -15.3% | -3.5% | -10.9% |
| 6M | -39.7% | -5.7% | -34.0% | -37.3% |
| YTD | -39.6% | +12.1% | -51.7% | -42.7% |
| 1Y | -51.7% | +16.4% | -68.2% | -55.0% |
| 3Y | +10.2% | +210.5% | -200.3% | -31.9% |
| All | +10.2% | +210.8% | -200.6% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling