+8.6%
OWL vs UPRO
+230.2%
-221.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.6% |
| 7D | -3.9% | +1.5% | -5.4% | -4.7% |
| 30D | -3.7% | -3.7% | +0.1% | -1.6% |
| 3M | +21.4% | +8.0% | +13.4% | +16.3% |
| 6M | +18.3% | +38.7% | -20.3% | -1.4% |
| YTD | -20.1% | +29.5% | -49.7% | -30.8% |
| 1Y | -32.8% | +46.1% | -78.9% | -45.6% |
| 3Y | +8.6% | +229.1% | -220.5% | -37.8% |
| All | +8.6% | +230.2% | -221.6% | -37.8% |
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 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