+236.1%
PODD vs UPRO
+1,162.5%
-926.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.6% |
| 7D | -6.9% | -1.3% | -5.6% | -6.5% |
| 30D | -3.5% | -5.0% | +1.6% | -1.9% |
| 3M | -13.6% | +7.5% | -21.1% | -16.1% |
| 6M | -42.6% | +33.2% | -75.9% | -48.6% |
| YTD | -51.5% | +27.7% | -79.2% | -56.1% |
| 1Y | -60.9% | +43.0% | -103.9% | -66.0% |
| 3Y | -19.8% | +224.4% | -244.2% | -49.4% |
| 5Y | -54.4% | +135.9% | -190.2% | -69.9% |
| 10Y | +236.1% | +1,232.5% | -996.5% | -17.3% |
| All | +236.1% | +1,162.5% | -926.5% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling