+105.1%
OSCR vs UPRO
+29.4%
+75.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.9% | +3.7% | +6.4% |
| 7D | +15.5% | -2.6% | +18.0% | +16.7% |
| 30D | +8.5% | -4.3% | +12.9% | +10.4% |
| 3M | +15.8% | -4.3% | +20.1% | +17.8% |
| 6M | +89.5% | +14.7% | +74.8% | +70.8% |
| YTD | +144.9% | +28.0% | +116.9% | +100.9% |
| 1Y | +105.1% | +29.8% | +75.2% | +64.5% |
| All | +105.1% | +29.4% | +75.7% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling