-18.2%
OWL vs UPRO
+96.6%
-114.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | +1.1% | -2.9% | +4.0% | +2.4% |
| 30D | +10.0% | -12.4% | +22.5% | +17.2% |
| 3M | -8.7% | -11.9% | +3.2% | -3.0% |
| 6M | +3.1% | -1.7% | +4.8% | +3.0% |
| YTD | -25.6% | +18.5% | -44.2% | -33.0% |
| 1Y | -25.5% | +17.5% | -43.0% | -32.7% |
| 3Y | -9.4% | +218.4% | -227.8% | -52.4% |
| 5Y | -18.2% | +99.1% | -117.3% | -52.6% |
| All | -18.2% | +96.6% | -114.8% | -52.6% |
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