+160.5%
PR vs UPRO
+1,328.0%
-1,167.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.9% | -11.4% | -8.2% |
| 7D | -12.1% | -2.6% | -9.5% | -11.5% |
| 30D | +0.9% | -4.3% | +5.2% | +2.0% |
| 3M | +10.1% | -4.3% | +14.4% | +10.9% |
| 6M | +1.1% | +14.7% | -13.6% | -5.9% |
| YTD | +63.7% | +28.0% | +35.7% | +44.1% |
| 1Y | +87.0% | +29.8% | +57.2% | +63.0% |
| 3Y | +70.7% | +256.9% | -186.2% | -1.2% |
| 5Y | +246.8% | +110.6% | +136.2% | +125.4% |
| 10Y | +72.6% | +1,321.3% | -1,248.7% | -6.0% |
| All | +160.5% | +1,328.0% | -1,167.5% | +40.9% |
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