+167.1%
P vs UPRO
+208.2%
-41.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -13.2% | -3.2% | -6.8% |
| 7D | -31.9% | -14.4% | -17.5% | -23.4% |
| 30D | -36.5% | -18.2% | -18.3% | -25.9% |
| 3M | +11.6% | -16.4% | +28.0% | +28.3% |
| 6M | +25.2% | -2.6% | +27.8% | +29.9% |
| YTD | +39.4% | +11.1% | +28.3% | +32.0% |
| 1Y | -3.7% | +11.8% | -15.4% | -9.2% |
| All | +167.1% | +208.2% | -41.1% | +32.7% |
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