+74.2%
OTIS vs UPRO
+1,287.1%
-1,212.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -2.0% | -0.9% | -1.1% | -1.8% |
| 3M | +2.6% | +1.9% | +0.6% | +1.6% |
| 6M | -20.9% | +33.1% | -54.0% | -26.8% |
| YTD | -17.1% | +31.8% | -48.9% | -23.3% |
| 1Y | -15.9% | +48.3% | -64.2% | -24.8% |
| 3Y | -12.7% | +221.5% | -234.2% | -39.1% |
| 5Y | -15.7% | +136.7% | -152.5% | -40.4% |
| All | +74.2% | +1,287.1% | -1,212.9% | -17.8% |
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 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