+147.7%
P vs UPRO
+222.2%
-74.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.2% |
| 7D | +6.5% | +0.1% | +6.5% | +6.5% |
| 30D | +18.8% | -0.9% | +19.7% | +19.3% |
| 3M | +26.7% | +1.9% | +24.8% | +25.2% |
| 6M | +62.2% | +33.1% | +29.1% | +32.7% |
| YTD | +48.5% | +31.8% | +16.7% | +23.2% |
| 1Y | +26.4% | +48.3% | -21.9% | -3.1% |
| All | +147.7% | +222.2% | -74.5% | +19.1% |
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