+26.8%
PL vs UPRO
+155.2%
-128.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.5% | +9.9% |
| 7D | -6.8% | -8.7% | +1.9% | -1.7% |
| 30D | -29.3% | -16.9% | -12.4% | -20.8% |
| 3M | -44.8% | -15.3% | -29.5% | -38.8% |
| 6M | -68.4% | -5.7% | -62.7% | -66.6% |
| YTD | -36.4% | +12.1% | -48.4% | -39.8% |
| 1Y | +0.7% | +16.4% | -15.7% | -6.6% |
| 3Y | +455.3% | +210.5% | +244.8% | +209.7% |
| 5Y | +22.7% | +82.4% | -59.7% | -18.4% |
| All | +26.8% | +155.2% | -128.5% | -16.1% |
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 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