+499.6%
PLTR vs UPRO
+81.0%
+418.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +2.9% |
| 7D | -12.9% | -8.7% | -4.2% | -7.4% |
| 30D | -17.4% | -16.9% | -0.5% | -5.9% |
| 3M | +2.9% | -15.3% | +18.1% | +15.3% |
| 6M | +19.9% | -5.7% | +25.6% | +23.8% |
| YTD | -9.8% | +12.1% | -21.9% | -19.1% |
| 1Y | -8.4% | +16.4% | -24.8% | -19.9% |
| 3Y | +765.0% | +210.5% | +554.5% | +261.3% |
| All | +499.6% | +81.0% | +418.5% | +243.3% |
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 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