+752.3%
PLTR vs UPRO
+226.4%
+525.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.2% |
| 7D | +4.7% | +7.4% | -2.7% | -0.5% |
| 30D | -16.4% | -7.9% | -8.5% | -11.6% |
| 3M | -6.2% | -12.0% | +5.9% | +2.3% |
| 6M | +29.2% | -2.0% | +31.1% | +30.0% |
| YTD | -5.5% | +20.4% | -25.9% | -19.3% |
| 1Y | -2.4% | +24.5% | -26.9% | -18.6% |
| 3Y | +752.3% | +224.4% | +527.9% | +187.6% |
| All | +752.3% | +226.4% | +525.9% | +187.6% |
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 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