+70.3%
PR vs UPRO
+1,064.0%
-993.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -9.5% | -2.9% | -6.6% | -9.0% |
| 30D | -5.7% | -12.4% | +6.7% | -2.0% |
| 3M | +3.0% | -11.9% | +14.8% | +6.4% |
| 6M | +11.8% | -1.7% | +13.5% | +9.5% |
| YTD | +58.5% | +18.5% | +39.9% | +42.4% |
| 1Y | +69.9% | +17.5% | +52.4% | +52.5% |
| 3Y | +84.9% | +218.4% | -133.5% | +9.2% |
| 5Y | +246.4% | +99.1% | +147.3% | +125.8% |
| 10Y | +70.3% | +1,071.1% | -1,000.8% | -6.2% |
| All | +70.3% | +1,064.0% | -993.7% | -6.2% |
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 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