+49.6%
OVV vs UPRO
+228.3%
-178.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | -7.3% | -2.9% | -4.4% | -6.9% |
| 30D | -3.6% | -12.4% | +8.9% | -0.7% |
| 3M | -2.6% | -11.9% | +9.2% | -0.2% |
| 6M | +7.6% | -1.7% | +9.2% | +5.6% |
| YTD | +59.6% | +18.5% | +41.1% | +45.1% |
| 1Y | +62.2% | +17.5% | +44.7% | +47.4% |
| 3Y | +49.6% | +218.4% | -168.8% | -9.7% |
| All | +49.6% | +228.3% | -178.7% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling