+358.2%
PSX vs UPRO
+1,102.3%
-744.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | +6.4% | +9.7% | -3.2% | +3.3% |
| 30D | -10.2% | -9.8% | -0.4% | -7.7% |
| 3M | +17.2% | -9.1% | +26.3% | +19.7% |
| 6M | +51.8% | +0.9% | +50.9% | +48.0% |
| YTD | +108.0% | +21.9% | +86.1% | +87.4% |
| 1Y | +96.1% | +19.8% | +76.3% | +77.2% |
| 3Y | +155.9% | +227.4% | -71.5% | +54.1% |
| 5Y | +306.9% | +100.1% | +206.8% | +164.0% |
| All | +358.2% | +1,102.3% | -744.1% | +25.4% |
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