+11.1%
PL vs UPRO
+80.0%
-68.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.2% | +3.0% | -1.6% |
| 7D | -20.5% | -14.4% | -6.2% | -12.5% |
| 30D | -38.8% | -18.2% | -20.5% | -30.3% |
| 3M | -49.1% | -16.4% | -32.7% | -42.9% |
| 6M | -69.4% | -2.6% | -66.7% | -68.2% |
| YTD | -42.3% | +11.1% | -53.5% | -45.5% |
| 1Y | -14.2% | +11.8% | -25.9% | -18.8% |
| 3Y | +398.7% | +209.9% | +188.8% | +167.4% |
| 5Y | +11.1% | +80.9% | -69.7% | -22.2% |
| All | +11.1% | +80.0% | -68.9% | -22.2% |
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