+69.1%
OTIS vs UPRO
+1,251.9%
-1,182.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.7% | +1.2% |
| 7D | -3.0% | -2.5% | -0.4% | -2.4% |
| 30D | -6.0% | -4.2% | -1.8% | -5.1% |
| 3M | -0.9% | +8.1% | -8.9% | -3.0% |
| 6M | -17.3% | +35.2% | -52.6% | -23.8% |
| YTD | -19.6% | +28.4% | -48.0% | -25.2% |
| 1Y | -21.0% | +39.3% | -60.3% | -28.3% |
| 3Y | -12.1% | +219.9% | -232.0% | -38.6% |
| 5Y | -17.1% | +142.8% | -159.9% | -41.7% |
| All | +69.1% | +1,251.9% | -1,182.8% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling