+403.1%
PL vs UPRO
+208.2%
+194.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.2% | +3.0% | +0.2% |
| 7D | -20.5% | -14.4% | -6.2% | -10.7% |
| 30D | -38.8% | -18.2% | -20.5% | -28.4% |
| 3M | -49.1% | -16.4% | -32.7% | -41.6% |
| 6M | -69.4% | -2.6% | -66.7% | -68.0% |
| YTD | -42.3% | +11.1% | -53.5% | -46.2% |
| 1Y | -14.2% | +11.8% | -25.9% | -20.0% |
| All | +403.1% | +208.2% | +194.9% | +94.3% |
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