+44.1%
PL vs UPRO
+170.0%
-125.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | +5.6% | -2.9% | +8.5% | +7.5% |
| 30D | -16.9% | -12.4% | -4.5% | -9.6% |
| 3M | -38.2% | -11.9% | -26.4% | -33.0% |
| 6M | -63.4% | -1.7% | -61.8% | -62.3% |
| YTD | -27.6% | +18.5% | -46.2% | -33.7% |
| 1Y | +6.6% | +17.5% | -10.9% | -1.7% |
| 3Y | +557.6% | +218.4% | +339.2% | +260.6% |
| 5Y | +39.5% | +99.1% | -59.6% | -10.1% |
| All | +44.1% | +170.0% | -125.8% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling