+176.6%
P vs UPRO
+210.8%
-34.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.9% |
| 7D | -23.8% | -8.7% | -15.1% | -18.2% |
| 30D | -36.6% | -16.9% | -19.7% | -26.8% |
| 3M | +10.9% | -15.3% | +26.1% | +26.3% |
| 6M | +30.0% | -5.7% | +35.7% | +37.9% |
| YTD | +44.4% | +12.1% | +32.3% | +35.9% |
| 1Y | +3.9% | +16.4% | -12.5% | -4.7% |
| 3Y | +176.6% | +210.5% | -33.9% | +36.6% |
| All | +176.6% | +210.8% | -34.2% | +36.6% |
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 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