+386.6%
PSX vs UPRO
+1,162.5%
-776.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +1.8% | -1.3% | +3.1% | +2.2% |
| 30D | +21.6% | -5.0% | +26.7% | +23.5% |
| 3M | +46.5% | +7.5% | +39.0% | +41.5% |
| 6M | +62.0% | +33.2% | +28.8% | +43.5% |
| YTD | +106.3% | +27.7% | +78.6% | +84.5% |
| 1Y | +103.0% | +43.0% | +59.9% | +73.3% |
| 3Y | +135.5% | +224.4% | -88.9% | +42.9% |
| 5Y | +368.5% | +135.9% | +232.7% | +186.0% |
| 10Y | +386.6% | +1,232.5% | -845.9% | +25.7% |
| All | +386.6% | +1,162.5% | -776.0% | +25.7% |
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