+45.7%
OWL vs UPRO
+333.1%
-287.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +3.7% | -0.9% | +4.6% | +4.2% |
| 3M | +17.5% | +1.9% | +15.6% | +16.1% |
| 6M | +18.5% | +33.1% | -14.6% | +2.1% |
| YTD | -16.3% | +31.8% | -48.1% | -27.5% |
| 1Y | -29.7% | +48.3% | -78.0% | -42.7% |
| 3Y | +14.2% | +221.5% | -207.3% | -37.4% |
| 5Y | +2.5% | +136.7% | -134.3% | -43.0% |
| All | +45.7% | +333.1% | -287.4% | -27.9% |
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