-4.5%
OWL vs UPRO
+136.1%
-140.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.6% |
| 7D | -3.9% | +1.5% | -5.4% | -4.6% |
| 30D | -3.7% | -3.7% | +0.1% | -1.7% |
| 3M | +21.4% | +8.0% | +13.4% | +16.4% |
| 6M | +18.3% | +38.7% | -20.3% | -1.0% |
| YTD | -20.1% | +29.5% | -49.7% | -30.7% |
| 1Y | -32.8% | +46.1% | -78.9% | -45.4% |
| 3Y | +8.6% | +229.1% | -220.5% | -43.6% |
| 5Y | -4.5% | +136.0% | -140.5% | -47.7% |
| All | -4.5% | +136.1% | -140.6% | -47.7% |
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 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