-8.7%
OSCR vs UPRO
+268.1%
-276.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.1% |
| 7D | +4.7% | -1.3% | +6.0% | +5.5% |
| 30D | +14.8% | -5.0% | +19.8% | +17.8% |
| 3M | +16.7% | +7.5% | +9.2% | +11.3% |
| 6M | +127.5% | +33.2% | +94.3% | +92.8% |
| YTD | +121.0% | +27.7% | +93.3% | +91.0% |
| 1Y | +58.4% | +43.0% | +15.4% | +28.7% |
| 3Y | +392.4% | +224.4% | +168.0% | +131.9% |
| 5Y | +80.5% | +135.9% | -55.4% | -4.0% |
| All | -8.7% | +268.1% | -276.9% | -62.1% |
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