+571.3%
ORCL vs UPRO
+12,035.6%
-11,464.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.2% | +6.2% | -2.2% |
| 7D | -17.5% | -14.4% | -3.1% | -12.8% |
| 30D | -20.2% | -18.2% | -1.9% | -14.0% |
| 3M | -19.9% | -16.4% | -3.5% | -14.4% |
| 6M | -37.4% | -2.6% | -34.8% | -36.4% |
| YTD | -40.1% | +11.1% | -51.3% | -42.1% |
| 1Y | -53.4% | +11.8% | -65.1% | -55.0% |
| 3Y | +10.4% | +209.9% | -199.5% | -26.6% |
| 5Y | +29.8% | +80.9% | -51.1% | -4.6% |
| 10Y | +249.2% | +1,134.2% | -885.0% | +5.9% |
| All | +571.3% | +12,035.6% | -11,464.4% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling