+83.0%
PL vs UPRO
+200.1%
-117.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.5% |
| 7D | -9.3% | +0.1% | -9.4% | -9.5% |
| 30D | -18.9% | -0.9% | -18.0% | -18.6% |
| 3M | -58.4% | +1.9% | -60.3% | -58.4% |
| 6M | -30.3% | +33.1% | -63.4% | -40.7% |
| YTD | -8.1% | +31.8% | -39.9% | -21.5% |
| 1Y | +180.5% | +48.3% | +132.2% | +124.8% |
| 3Y | +444.1% | +221.5% | +222.7% | +190.7% |
| 5Y | +83.0% | +136.7% | -53.7% | +9.8% |
| All | +83.0% | +200.1% | -117.1% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling