+8.1%
ORCL vs UPRO
+228.3%
-220.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | -6.5% | -2.9% | -3.6% | -5.5% |
| 30D | -16.6% | -12.4% | -4.1% | -10.3% |
| 3M | -21.6% | -11.9% | -9.8% | -15.9% |
| 6M | -39.4% | -1.7% | -37.7% | -38.4% |
| YTD | -38.7% | +18.5% | -57.2% | -43.6% |
| 1Y | -50.4% | +17.5% | -67.9% | -54.2% |
| 3Y | +8.1% | +218.4% | -210.3% | -37.5% |
| All | +8.1% | +228.3% | -220.3% | -37.5% |
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