+1.8%
OTIS vs UPRO
+97.2%
-95.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +1.7% | -2.9% | +4.6% | +2.1% |
| 30D | +18.5% | -12.4% | +30.9% | +21.4% |
| 3M | +7.9% | -11.9% | +19.7% | +10.2% |
| 6M | +5.7% | -1.7% | +7.4% | +4.7% |
| YTD | -9.1% | +18.5% | -27.6% | -14.5% |
| 1Y | -11.6% | +17.5% | -29.1% | -16.9% |
| 3Y | +0.6% | +218.4% | -217.8% | -31.8% |
| All | +1.8% | +97.2% | -95.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling