+259.7%
P vs UPRO
+96.6%
+163.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -13.3% | -2.9% | -10.4% | -11.5% |
| 30D | -34.0% | -12.4% | -21.6% | -28.2% |
| 3M | +4.1% | -11.9% | +15.9% | +12.8% |
| 6M | +30.5% | -1.7% | +32.1% | +33.8% |
| YTD | +52.2% | +18.5% | +33.6% | +41.2% |
| 1Y | +10.3% | +17.5% | -7.2% | +2.8% |
| 3Y | +180.9% | +218.4% | -37.5% | +63.0% |
| 5Y | +259.7% | +99.1% | +160.6% | +147.1% |
| All | +259.7% | +96.6% | +163.1% | +147.1% |
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 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